UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act File Number 811-05601
SEI Institutional International Trust
(Exact name of registrant as specified in charter)
SEI Investments
One Freedom Valley Drive
Oaks, PA 19456
(Address of principal executive offices) (Zip code)
c/o CT Corporation
155 Federal Street
Boston, MA 02110
(Name and address of agent for service)
Registrants telephone number, including area code: 1-800-342-5734
Date of fiscal year end: September 30, 2016
Date of reporting period: June 30, 2016
Item 1. Schedule of Investments
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK 93.6% |
||||||||
Argentina 0.0% |
||||||||
Ternium ADR |
23,969 | $ | 457 | |||||
|
|
|||||||
Australia 2.0% |
||||||||
AGL Energy |
47,298 | 683 | ||||||
Alumina |
147,971 | 144 | ||||||
Amcor |
35,122 | 393 | ||||||
APA Group |
113,788 | 788 | ||||||
Aristocrat Leisure |
155,504 | 1,613 | ||||||
Australian Stock Exchange |
11,545 | 395 | ||||||
Bank of Queensland |
7,178 | 57 | ||||||
BlueScope Steel |
53,962 | 259 | ||||||
Brambles |
179,103 | 1,666 | ||||||
Caltex Australia |
189,229 | 4,546 | ||||||
Challenger |
74,453 | 482 | ||||||
CIMIC Group |
16,152 | 433 | ||||||
Cochlear |
18,748 | 1,703 | ||||||
Commonwealth Bank of Australia |
55,444 | 3,090 | ||||||
CSL |
165,045 | 13,863 | ||||||
CSR |
263,582 | 721 | ||||||
Dexus Property Group |
30,670 | 207 | ||||||
Downer EDI |
267,999 | 765 | ||||||
Fortescue Metals Group |
229,826 | 610 | ||||||
GPT Group |
6,585 | 27 | ||||||
Insurance Australia Group |
1,219,170 | 4,982 | ||||||
Macquarie Group |
28,789 | 1,486 | ||||||
Newcrest Mining * |
175,705 | 3,035 | ||||||
Northern Star Resources |
302,396 | 1,121 | ||||||
OZ Minerals |
295,659 | 1,260 | ||||||
Qantas Airways |
1,652,590 | 3,491 | ||||||
Ramsay Health Care |
11,020 | 593 | ||||||
REA Group |
6,419 | 286 | ||||||
Rio Tinto |
5,995 | 205 | ||||||
Scentre Group |
164,715 | 607 | ||||||
Seek |
28,041 | 320 | ||||||
Sims Metal Management |
104,947 | 619 | ||||||
South32 |
597,699 | 685 | ||||||
Star Entertainment Grp |
154,008 | 623 | ||||||
Telstra |
148,458 | 618 | ||||||
TPG Telecom |
44,293 | 396 | ||||||
Transurban Group |
151,827 | 1,363 | ||||||
Treasury Wine Estates |
106,696 | 739 | ||||||
Vicinity Centres |
105,002 | 261 | ||||||
Vocus Communications |
72,572 | 470 | ||||||
Westfield |
24,523 | 196 | ||||||
|
|
|||||||
55,801 | ||||||||
|
|
|||||||
Austria 0.3% |
||||||||
ANDRITZ |
84,234 | 3,967 | ||||||
Erste Group Bank |
24,228 | 550 | ||||||
OMV (A) |
90,699 | 2,549 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
Raiffeisen International Bank Holding |
13,334 | $ | 167 | |||||
|
|
|||||||
7,233 | ||||||||
|
|
|||||||
Belgium 1.9% |
||||||||
Ageas |
320,727 | 11,079 | ||||||
AGFA-Gevaert * |
70,231 | 228 | ||||||
Anheuser-Busch InBev (A) |
8,867 | 1,163 | ||||||
Barco |
2,100 | 137 | ||||||
Bekaert |
19,586 | 849 | ||||||
Colruyt |
39,749 | 2,193 | ||||||
Delhaize Group |
25,330 | 2,662 | ||||||
Groupe Bruxelles Lambert |
89,520 | 7,327 | ||||||
KBC Group |
292,774 | 14,353 | ||||||
Ontex Group |
358,388 | 11,252 | ||||||
UCB |
2,025 | 152 | ||||||
Umicore |
3,701 | 191 | ||||||
|
|
|||||||
51,586 | ||||||||
|
|
|||||||
Brazil 0.2% |
||||||||
Cia Energetica de Minas Gerais ADR (A) |
237,782 | 526 | ||||||
Embraer |
1,040,700 | 5,659 | ||||||
JBS |
113,100 | 353 | ||||||
Raia Drogasil |
9,100 | 180 | ||||||
|
|
|||||||
6,718 | ||||||||
|
|
|||||||
Canada 2.8% |
||||||||
Agrium |
87,791 | 7,938 | ||||||
Alacer Gold * |
131,900 | 313 | ||||||
Alimentation Couche-Tard, Cl B |
110,900 | 4,738 | ||||||
Bank of Montreal |
13,400 | 845 | ||||||
Cameco |
526,948 | 5,781 | ||||||
Canadian Imperial Bank of Commerce |
61,100 | 4,565 | ||||||
Canadian Natural Resources (A) |
249,716 | 7,699 | ||||||
Canadian Pacific Railway |
67,055 | 8,636 | ||||||
Centerra Gold |
59,400 | 352 | ||||||
CGI Group, Cl A * |
20,100 | 854 | ||||||
Cogeco Communications |
21,600 | 1,128 | ||||||
Constellation Software |
16,700 | 6,430 | ||||||
Enerflex |
21,000 | 173 | ||||||
Entertainment One |
106,941 | 247 | ||||||
Gildan Activewear |
396,000 | 11,538 | ||||||
Home Capital Group, Cl B (A) |
119,900 | 2,956 | ||||||
Linamar |
21,100 | 748 | ||||||
Lucara Diamond |
63,300 | 170 | ||||||
Magna International, Cl A |
97,200 | 3,394 | ||||||
Peyto Exploration & Development |
62,900 | 1,680 | ||||||
Rogers Sugar (A) |
30,600 | 139 | ||||||
Royal Bank of Canada (A) |
78,600 | 4,620 | ||||||
Suncor Energy |
61,291 | 1,691 | ||||||
Toronto-Dominion Bank |
11,100 | 474 | ||||||
Yamana Gold |
132,200 | 684 | ||||||
|
|
|||||||
77,793 | ||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
China 1.2% |
||||||||
Alibaba Group Holding ADR *(A) |
51,100 | $ | 4,064 | |||||
Baidu ADR * |
78,900 | 13,030 | ||||||
Ctrip.com International ADR *(A) |
168,500 | 6,942 | ||||||
Tencent Holdings |
416,900 | 9,563 | ||||||
|
|
|||||||
33,599 | ||||||||
|
|
|||||||
Denmark 2.3% |
||||||||
Chr Hansen Holding |
103,578 | 6,806 | ||||||
Coloplast, Cl B |
101,405 | 7,582 | ||||||
DSV |
10,601 | 447 | ||||||
Genmab *(A) |
5,046 | 927 | ||||||
H Lundbeck |
16,273 | 611 | ||||||
ISS |
287,132 | 10,798 | ||||||
Jyske Bank |
43,682 | 1,661 | ||||||
Novo Nordisk ADR |
179,545 | 9,656 | ||||||
Novozymes, Cl B |
154,242 | 7,410 | ||||||
Pandora |
64,395 | 8,792 | ||||||
Scandinavian Tobacco Group (B) |
282,956 | 4,627 | ||||||
Vestas Wind Systems |
63,967 | 4,355 | ||||||
William Demant Holding *(A) |
19,665 | 382 | ||||||
|
|
|||||||
64,054 | ||||||||
|
|
|||||||
Finland 0.6% |
||||||||
Elisa, Cl A |
22,619 | 866 | ||||||
Fortum |
10,111 | 162 | ||||||
Neste (A) |
185,231 | 6,625 | ||||||
Orion, Cl B |
61,183 | 2,369 | ||||||
Sampo, Cl A (A) |
33,151 | 1,351 | ||||||
Stora Enso, Cl R |
420,845 | 3,375 | ||||||
UPM-Kymmene |
168,774 | 3,083 | ||||||
|
|
|||||||
17,831 | ||||||||
|
|
|||||||
France 8.7% |
||||||||
ABC arbitrage (A) |
16,852 | 117 | ||||||
Aeroports de Paris |
991 | 109 | ||||||
Air Liquide (A) |
29,500 | 3,089 | ||||||
Airbus Group (A) |
1,856 | 107 | ||||||
Arkema |
50,544 | 3,891 | ||||||
Atos |
29,616 | 2,460 | ||||||
AXA |
6,209 | 123 | ||||||
BNP Paribas (A) |
269,379 | 11,951 | ||||||
Boiron |
1,900 | 149 | ||||||
Bureau Veritas |
5,924 | 125 | ||||||
Capgemini |
6,565 | 572 | ||||||
Carrefour (A) |
390,922 | 9,669 | ||||||
Christian Dior |
13,623 | 2,195 | ||||||
Cie des Alpes |
3,261 | 67 | ||||||
CNP Assurances (A) |
19,539 | 289 | ||||||
Dassault Systemes |
9,285 | 706 | ||||||
Elior Group (A)(B) |
118,600 | 2,586 | ||||||
Engie |
762,129 | 12,306 | ||||||
Essilor International |
65,643 | 8,694 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Euler Hermes Group |
11,800 | $ | 990 | |||||
Eurazeo |
1,943 | 116 | ||||||
Eurofins Scientific |
9,759 | 3,624 | ||||||
Gecina |
1,687 | 230 | ||||||
Hermes International |
13,425 | 5,037 | ||||||
Ipsen (A) |
30,854 | 1,902 | ||||||
IPSOS |
21,769 | 620 | ||||||
Lagardere |
7,350 | 161 | ||||||
Legrand |
152,003 | 7,835 | ||||||
LOreal (A) |
4,919 | 947 | ||||||
LVMH Moet Hennessy Louis Vuitton |
37,645 | 5,707 | ||||||
Nexans (A) |
9,391 | 395 | ||||||
Nexity |
8,116 | 413 | ||||||
Nokia |
2,157,255 | 12,192 | ||||||
Orange (A) |
755,873 | 12,356 | ||||||
Pernod Ricard (A) |
39,450 | 4,396 | ||||||
Peugeot *(A) |
171,994 | 2,073 | ||||||
Publicis Groupe (A) |
151,688 | 10,230 | ||||||
Renault |
6,311 | 482 | ||||||
Rexel (A) |
323,209 | 4,073 | ||||||
Sanofi |
307,088 | 25,577 | ||||||
Schneider Electric (A) |
293,173 | 17,340 | ||||||
SCOR |
24,509 | 732 | ||||||
Societe BIC |
2,286 | 323 | ||||||
Sodexo |
33,119 | 3,566 | ||||||
SPIE (A) |
183,020 | 3,287 | ||||||
Suez |
21,800 | 341 | ||||||
Technicolor |
207,801 | 1,298 | ||||||
Technip |
5,627 | 306 | ||||||
Teleperformance |
4,248 | 362 | ||||||
Thales |
109,096 | 9,106 | ||||||
Total |
703,783 | 33,880 | ||||||
UBISOFT Entertainment * |
6,237 | 229 | ||||||
Valeo |
176,778 | 7,881 | ||||||
Veolia Environnement (A) |
55,679 | 1,207 | ||||||
Vetoquinol |
569 | 23 | ||||||
Vinci |
13,158 | 934 | ||||||
Zodiac Aerospace |
13,132 | 309 | ||||||
|
|
|||||||
239,685 | ||||||||
|
|
|||||||
Germany 5.5% |
||||||||
Adidas |
20,795 | 2,973 | ||||||
Allianz |
53,592 | 7,672 | ||||||
BASF |
6,600 | 505 | ||||||
Bayer |
132,805 | 13,342 | ||||||
Brenntag |
62,857 | 3,041 | ||||||
Continental |
32,911 | 6,217 | ||||||
Deutsche Boerse |
102,697 | 8,407 | ||||||
Deutsche EuroShop |
6,956 | 319 | ||||||
Deutsche Lufthansa (A) |
325,063 | 3,814 | ||||||
Deutsche Telekom |
37,240 | 635 | ||||||
Deutsche Wohnen |
46,576 | 1,585 |
2 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Evonik Industries |
108,889 | $ | 3,244 | |||||
Fresenius |
17,951 | 1,317 | ||||||
Fresenius Medical Care |
8,278 | 719 | ||||||
GEA Group |
53,800 | 2,538 | ||||||
Gerresheimer |
20,399 | 1,569 | ||||||
Hannover Rueck |
47,113 | 4,923 | ||||||
HeidelbergCement |
11,308 | 852 | ||||||
Henkel |
4,358 | 470 | ||||||
Hochtief |
49,760 | 6,411 | ||||||
Infineon Technologies |
10,501 | 152 | ||||||
Kloeckner (A) |
76,510 | 844 | ||||||
Koenig & Bauer |
7,283 | 369 | ||||||
Krones |
9,931 | 1,049 | ||||||
LANXESS |
1,132 | 50 | ||||||
Linde |
83,484 | 11,667 | ||||||
Merck |
51,484 | 5,237 | ||||||
Metro |
5,673 | 174 | ||||||
Muenchener Rueckversicherungs |
17,178 | 2,875 | ||||||
Nordex * |
46,187 | 1,310 | ||||||
OSRAM Licht |
39,001 | 2,018 | ||||||
ProSiebenSat.1 Media |
34,797 | 1,525 | ||||||
QIAGEN * |
21,530 | 468 | ||||||
Rheinmetall |
3,952 | 234 | ||||||
SAP |
457,330 | 34,198 | ||||||
SAP ADR (A) |
83,500 | 6,264 | ||||||
Siemens |
92,647 | 9,487 | ||||||
Software |
7,695 | 262 | ||||||
STADA Arzneimittel |
7,027 | 363 | ||||||
Symrise |
18,451 | 1,260 | ||||||
TUI |
156,224 | 1,765 | ||||||
Vonovia |
10,926 | 399 | ||||||
|
|
|||||||
152,523 | ||||||||
|
|
|||||||
Hong Kong 2.4% |
||||||||
AIA Group |
2,744,493 | 16,671 | ||||||
Chaoda Modern Agriculture * |
2,440,000 | 54 | ||||||
Cheung Kong Infrastructure Holdings |
102,000 | 881 | ||||||
China Merchants Holdings International |
1,401,338 | 3,749 | ||||||
China Mobile |
1,268,740 | 14,629 | ||||||
CLP Holdings |
86,500 | 883 | ||||||
CNOOC |
9,184,000 | 11,509 | ||||||
Hang Seng Bank |
22,200 | 381 | ||||||
Henderson Land Development |
808,940 | 4,575 | ||||||
HK Electric Investments & HK Electric |
||||||||
Investments (A)(B) |
399,500 | 373 | ||||||
HKT Trust & HKT |
375,000 | 542 | ||||||
Hysan Development |
33,000 | 147 | ||||||
IMAX China Holding *(A)(B) |
1,123,558 | 5,518 | ||||||
Link REIT |
36,000 | 246 | ||||||
MTR |
177,000 | 898 | ||||||
Power Assets Holdings |
57,500 | 529 | ||||||
Samsonite International |
1,136,100 | 3,159 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Techtronic Industries |
160,000 | $ | 669 | |||||
|
|
|||||||
65,413 | ||||||||
|
|
|||||||
India 0.3% |
||||||||
HDFC Bank ADR |
112,410 | 7,458 | ||||||
Tata Motors ADR |
16,674 | 578 | ||||||
WNS Holdings ADR * |
13,053 | 353 | ||||||
|
|
|||||||
8,389 | ||||||||
|
|
|||||||
Indonesia 0.1% |
||||||||
Telekomunikasi Indonesia Persero |
4,560,300 | 1,379 | ||||||
|
|
|||||||
Ireland 0.3% |
||||||||
CRH |
35,337 | 1,021 | ||||||
Experian |
387,393 | 7,379 | ||||||
Kerry Group, Cl A |
1,719 | 152 | ||||||
Paddy Power Betfair |
4,081 | 428 | ||||||
|
|
|||||||
8,980 | ||||||||
|
|
|||||||
Israel 1.5% |
||||||||
Bank Hapoalim |
168,673 | 852 | ||||||
Bank Leumi Le-Israel * |
51,653 | 182 | ||||||
Bezeq Israeli Telecommunication |
2,608,327 | 5,174 | ||||||
Check Point Software Technologies *(A) |
99,400 | 7,920 | ||||||
Teva Pharmaceutical Industries ADR |
518,352 | 26,037 | ||||||
|
|
|||||||
40,165 | ||||||||
|
|
|||||||
Italy 1.3% |
||||||||
Atlantia |
65,871 | 1,640 | ||||||
Azimut Holding * |
187,685 | 3,054 | ||||||
Brembo |
108,023 | 5,946 | ||||||
DiaSorin |
7,443 | 456 | ||||||
Enel |
155,054 | 688 | ||||||
EXOR |
75,024 | 2,754 | ||||||
Fiat Chrysler Automobiles (A) |
183,009 | 1,123 | ||||||
Intesa Sanpaolo |
357,169 | 678 | ||||||
Leonardo-Finmeccanica * |
58,552 | 593 | ||||||
Luxottica Group |
18,314 | 889 | ||||||
Mediaset |
325,039 | 1,134 | ||||||
Prysmian |
48,864 | 1,070 | ||||||
Recordati |
105,450 | 3,171 | ||||||
Salini Impregilo |
116,063 | 329 | ||||||
Saras (A) |
692,920 | 1,206 | ||||||
Tenaris (A) |
782,162 | 11,292 | ||||||
Terna Rete Elettrica Nazionale |
142,172 | 791 | ||||||
|
|
|||||||
36,814 | ||||||||
|
|
|||||||
Japan 17.2% |
||||||||
ABC-Mart |
1,800 | 121 | ||||||
Adastria |
45,400 | 1,798 | ||||||
Aeon |
9,400 | 147 | ||||||
Ajinomoto |
16,300 | 385 | ||||||
Alfresa Holdings |
27,600 | 577 | ||||||
Amada Holdings |
47,800 | 485 | ||||||
Arcland Sakamoto |
33,400 | 371 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Asahi Glass |
305,000 | $ | 1,654 | |||||
ASKUL |
124,845 | 4,620 | ||||||
Bandai Namco Holdings |
7,700 | 199 | ||||||
Calsonic Kansei |
95,000 | 723 | ||||||
Canon Marketing Japan |
90,800 | 1,658 | ||||||
Casio Computer (A) |
30,800 | 443 | ||||||
Central Japan Railway |
22,600 | 4,027 | ||||||
Coca-Cola West |
12,800 | 363 | ||||||
Dai Nippon Printing |
761,000 | 8,486 | ||||||
Daiichi Sankyo |
244,900 | 5,960 | ||||||
Daikin Industries |
48,900 | 4,113 | ||||||
Daikyo |
635,000 | 921 | ||||||
Daito Trust Construction |
38,000 | 6,206 | ||||||
Daiwa House Industry |
173,700 | 5,103 | ||||||
Dentsu |
3,200 | 150 | ||||||
Don Quijote Holdings |
79,596 | 2,959 | ||||||
East Japan Railway |
175,900 | 16,313 | ||||||
Fuji Film Holdings |
538,171 | 20,899 | ||||||
Fuji Heavy Industries |
46,112 | 1,581 | ||||||
Fujitsu |
312,000 | 1,146 | ||||||
Fujitsu General |
55,000 | 1,223 | ||||||
Furukawa Electric |
832,000 | 1,929 | ||||||
Geo Holdings |
20,000 | 270 | ||||||
Hisamitsu Pharmaceutical |
11,500 | 664 | ||||||
Hitachi |
2,930,000 | 12,250 | ||||||
Hitachi Construction Machinery |
12,400 | 180 | ||||||
Hitachi High-Technologies |
4,500 | 123 | ||||||
Hoshizaki |
7,500 | 734 | ||||||
Hoya |
4,700 | 168 | ||||||
Idemitsu Kosan |
7,300 | 158 | ||||||
Iida Group Holdings |
120,400 | 2,458 | ||||||
Itochu |
70,500 | 860 | ||||||
Japan Airlines |
356,000 | 11,492 | ||||||
Japan Exchange Group |
7,700 | 88 | ||||||
Japan Prime Realty Investment, Cl A |
79 | 341 | ||||||
Japan Real Estate Investment, Cl A |
73 | 452 | ||||||
Japan Retail Fund Investment, Cl A |
125 | 320 | ||||||
Japan Tobacco |
546,644 | 22,037 | ||||||
JX Holdings |
36,300 | 142 | ||||||
Kajima |
18,000 | 125 | ||||||
Kakaku.com |
22,400 | 444 | ||||||
Kaken Pharmaceutical |
7,500 | 492 | ||||||
Kaneka |
43,000 | 287 | ||||||
Kansai Paint |
285,600 | 5,766 | ||||||
Kao |
106,631 | 6,224 | ||||||
KDDI |
648,400 | 19,835 | ||||||
Keihan Holdings |
81,000 | 563 | ||||||
Keio |
28,000 | 264 | ||||||
Keyence |
22,600 | 15,438 | ||||||
Kikkoman |
23,000 | 848 | ||||||
Koito Manufacturing |
185,610 | 8,550 | ||||||
Komatsu |
313,700 | 5,456 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Konami Holdings (A) |
63,900 | $ | 2,442 | |||||
Kose |
4,700 | 398 | ||||||
Kyowa Hakko Kirin |
36,000 | 616 | ||||||
Kyudenko (A) |
19,000 | 565 | ||||||
Lawson |
3,100 | 248 | ||||||
M3 |
7,400 | 258 | ||||||
Mabuchi Motor |
181,300 | 7,638 | ||||||
Maeda Road Construction |
36,000 | 615 | ||||||
Makita |
15,500 | 1,032 | ||||||
Marui Group |
35,200 | 473 | ||||||
Medipal Holdings |
35,300 | 581 | ||||||
MEIJI Holdings |
19,300 | 1,979 | ||||||
Miraca Holdings |
76,500 | 3,318 | ||||||
Mitsubishi Chemical Holdings |
146,200 | 668 | ||||||
Mitsui Chemicals |
118,000 | 432 | ||||||
Mixi |
64,900 | 2,668 | ||||||
Mizuho Financial Group |
1,324,600 | 1,933 | ||||||
Mochida Pharmaceutical |
3,300 | 267 | ||||||
MS&AD Insurance Group Holdings |
436,800 | 11,269 | ||||||
Nabtesco |
79,100 | 1,885 | ||||||
Nagoya Railroad |
99,000 | 559 | ||||||
Nexon |
12,100 | 179 | ||||||
NGK Insulators |
3,000 | 60 | ||||||
Nichi-iko Pharmaceutical |
18,800 | 384 | ||||||
Nidec |
7,100 | 538 | ||||||
Nikon (A) |
374,400 | 5,081 | ||||||
Nintendo |
1,800 | 259 | ||||||
Nippo |
28,000 | 478 | ||||||
Nippon Building Fund, Cl A |
77 | 477 | ||||||
Nippon Electric Glass |
30,000 | 126 | ||||||
Nippon Paint Holdings |
8,400 | 207 | ||||||
Nippon Telegraph & Telephone |
106,300 | 5,000 | ||||||
Nippon Telegraph & Telephone ADR |
254,494 | 11,982 | ||||||
Nisshin Seifun Group |
33,600 | 541 | ||||||
Nitori Holdings |
11,800 | 1,433 | ||||||
Nomura Real Estate Master Fund |
80 | 127 | ||||||
NTT Data |
50,400 | 2,384 | ||||||
NTT DOCOMO |
509,494 | 13,823 | ||||||
Obayashi |
98,300 | 1,047 | ||||||
Obic |
5,900 | 325 | ||||||
Oenon Holdings |
44,000 | 86 | ||||||
Oji Holdings |
113,000 | 435 | ||||||
Ono Pharmaceutical |
49,700 | 2,160 | ||||||
Otsuka Holdings |
111,500 | 5,168 | ||||||
Panasonic |
517,400 | 4,491 | ||||||
Park24 |
13,500 | 464 | ||||||
Pigeon |
185,964 | 5,539 | ||||||
Rinnai |
4,300 | 379 | ||||||
Rohm |
147,300 | 5,793 | ||||||
Ryohin Keikaku |
3,800 | 930 | ||||||
Saizeriya |
28,900 | 516 | ||||||
Santen Pharmaceutical |
303,900 | 4,780 |
4 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Secom |
5,300 | $ | 392 | |||||
Sekisui House |
495,500 | 8,676 | ||||||
Seven & I Holdings |
180,200 | 7,559 | ||||||
Shimadzu |
34,000 | 510 | ||||||
Shimamura |
3,200 | 476 | ||||||
Shimano |
6,200 | 945 | ||||||
Shionogi |
47,000 | 2,572 | ||||||
Showa Shell Sekiyu (A) |
30,300 | 282 | ||||||
SMC |
22,700 | 5,566 | ||||||
Sohgo Security Services |
9,000 | 445 | ||||||
Sony |
30,000 | 886 | ||||||
Sumitomo Chemical |
680,000 | 2,795 | ||||||
Sumitomo Dainippon Pharma |
23,600 | 411 | ||||||
Sumitomo Mitsui Financial Group |
528,900 | 15,225 | ||||||
Sumitomo Mitsui Trust Holdings |
2,908,220 | 9,456 | ||||||
Sundrug |
68,900 | 6,470 | ||||||
Suntory Beverage & Food |
47,500 | 2,154 | ||||||
Suzuken |
12,300 | 387 | ||||||
Sysmex |
93,900 | 6,462 | ||||||
Taiheiyo Cement |
189,000 | 447 | ||||||
Taisei |
45,000 | 370 | ||||||
Taisho Pharmaceutical Holdings |
1,400 | 148 | ||||||
Teijin |
662,000 | 2,194 | ||||||
Temp Holdings |
129,600 | 2,226 | ||||||
Terumo |
17,000 | 726 | ||||||
THK |
19,000 | 323 | ||||||
TIS |
46,400 | 1,069 | ||||||
Tochigi Bank |
65,000 | 225 | ||||||
Toho Gas |
63,000 | 516 | ||||||
Tohoku Electric Power |
7,600 | 96 | ||||||
Tokio Marine Holdings |
352,200 | 11,675 | ||||||
Tokyo Electric Power Holdings * |
437,100 | 1,848 | ||||||
Tokyo Electron |
4,300 | 364 | ||||||
Tokyu |
21,000 | 185 | ||||||
TonenGeneral Sekiyu |
10,000 | 91 | ||||||
Toppan Printing |
83,000 | 716 | ||||||
Topre |
63,900 | 1,359 | ||||||
Toridoll.corp |
24,900 | 670 | ||||||
TOTO (A) |
19,700 | 786 | ||||||
Toyo Seikan Group Holdings |
25,900 | 495 | ||||||
Toyota Motor |
107,600 | 5,354 | ||||||
Toyota Motor ADR |
111,433 | 11,142 | ||||||
Trend Micro |
16,900 | 606 | ||||||
Tsuruha Holdings |
89,152 | 10,811 | ||||||
Ube Industries |
1,875,000 | 3,105 | ||||||
Wacoal Holdings |
689,704 | 6,829 | ||||||
Warabeya Nichiyo |
13,300 | 245 | ||||||
West Japan Railway |
33,100 | 2,097 | ||||||
Yamada Denki |
44,900 | 237 | ||||||
Yamaha |
26,200 | 706 | ||||||
Yamazaki Baking |
332,000 | 9,286 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Zenkoku Hosho |
13,100 | $ | 477 | |||||
|
|
|||||||
475,718 | ||||||||
|
|
|||||||
Jordan 0.1% |
||||||||
Hikma Pharmaceuticals (A) |
43,645 | 1,440 | ||||||
|
|
|||||||
Luxembourg 0.1% |
||||||||
APERAM (A) |
61,933 | 2,180 | ||||||
|
|
|||||||
Malaysia 0.0% |
||||||||
Tenaga Nasional |
322,500 | 1,130 | ||||||
|
|
|||||||
Malta 0.0% |
||||||||
BGP Holdings * |
198,683 | | ||||||
|
|
|||||||
Mexico 0.3% |
||||||||
Cemex ADR * |
373,804 | 2,306 | ||||||
Mexichem |
240,361 | 502 | ||||||
Wal-Mart de Mexico |
2,218,272 | 5,288 | ||||||
|
|
|||||||
8,096 | ||||||||
|
|
|||||||
Netherlands 7.1% |
||||||||
AerCap Holdings * |
79,900 | 2,684 | ||||||
Akzo Nobel (A) |
353,360 | 22,218 | ||||||
ArcelorMittal |
66,520 | 305 | ||||||
ASML Holding (A) |
184,440 | 18,204 | ||||||
Heineken |
13,999 | 1,292 | ||||||
Heineken Holding |
40,772 | 3,325 | ||||||
ING Groep |
1,345,105 | 13,778 | ||||||
James Hardie Industries |
56,921 | 879 | ||||||
Koninklijke Ahold |
634,890 | 14,088 | ||||||
Koninklijke DSM (A) |
214,369 | 12,438 | ||||||
Koninklijke KPN (A) |
227,753 | 827 | ||||||
Koninklijke Philips |
185,606 | 4,632 | ||||||
NN Group |
31,064 | 856 | ||||||
NXP Semiconductors *(A) |
46,600 | 3,651 | ||||||
PostNL * |
946,783 | 3,886 | ||||||
Randstad Holding (A) |
1,969 | 79 | ||||||
Refresco Group (A)(B) |
304,411 | 4,525 | ||||||
RELX |
1,056,721 | 18,363 | ||||||
Royal Dutch Shell, Cl A |
390,019 | 10,667 | ||||||
Royal Dutch Shell, Cl B |
1,042,156 | 28,613 | ||||||
Royal Dutch Shell ADR, Cl B (A) |
242,785 | 13,596 | ||||||
Unilever (A) |
166,062 | 7,767 | ||||||
Wolters Kluwer |
242,788 | 9,891 | ||||||
|
|
|||||||
196,564 | ||||||||
|
|
|||||||
New Zealand 0.1% |
||||||||
Air New Zealand |
193,571 | 290 | ||||||
Fisher & Paykel Healthcare |
31,502 | 225 | ||||||
Meridian Energy |
206,328 | 388 | ||||||
Ryman Healthcare |
28,854 | 192 | ||||||
Spark New Zealand |
135,057 | 342 | ||||||
|
|
|||||||
1,437 | ||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Norway 1.7% |
||||||||
Aker Solutions |
803,083 | $ | 3,407 | |||||
B2Holding * |
1,336,856 | 1,933 | ||||||
DnB |
15,957 | 190 | ||||||
DNO * |
2,426,977 | 2,705 | ||||||
Gjensidige Forsikring |
210,987 | 3,507 | ||||||
Grieg Seafood |
897,454 | 5,810 | ||||||
Marine Harvest |
264,695 | 4,422 | ||||||
Norsk Hydro |
109,053 | 396 | ||||||
Norwegian Air Shuttle *(A) |
105,121 | 3,639 | ||||||
Norwegian Finans Holding * |
488,786 | 4,498 | ||||||
Orkla |
77,405 | 684 | ||||||
Petroleum Geo-Services (A) |
687,348 | 1,627 | ||||||
Statoil |
203,671 | 3,490 | ||||||
Storebrand, Cl A * |
252,399 | 951 | ||||||
Telenor |
504,543 | 8,326 | ||||||
Veidekke (A) |
197,868 | 2,362 | ||||||
|
|
|||||||
47,947 | ||||||||
|
|
|||||||
Poland 0.0% |
||||||||
Emperia Holding * |
4,811 | 67 | ||||||
Polski Koncern Naftowy Orlen (A) |
13,890 | 243 | ||||||
|
|
|||||||
310 | ||||||||
|
|
|||||||
Portugal 0.5% |
||||||||
Galp Energia, Cl B |
849,159 | 11,819 | ||||||
Jeronimo Martins |
37,502 | 592 | ||||||
|
|
|||||||
12,411 | ||||||||
|
|
|||||||
Russia 0.2% |
||||||||
Rosneft GDR |
88,700 | 452 | ||||||
Yandex, Cl A * |
262,550 | 5,737 | ||||||
|
|
|||||||
6,189 | ||||||||
|
|
|||||||
Singapore 0.8% |
||||||||
City Developments |
1,382,900 | 8,396 | ||||||
ComfortDelgro |
334,800 | 687 | ||||||
DBS Group Holdings |
328,000 | 3,859 | ||||||
Jardine Cycle & Carriage |
20,800 | 567 | ||||||
Oversea-Chinese Banking |
929,000 | 6,021 | ||||||
Singapore Airlines |
224,100 | 1,780 | ||||||
Singapore Exchange |
152,700 | 868 | ||||||
Singapore Press Holdings |
50,100 | 148 | ||||||
Suntec Real Estate Investment Trust |
107,000 | 141 | ||||||
|
|
|||||||
22,467 | ||||||||
|
|
|||||||
South Africa 0.3% |
||||||||
Investec (A) |
601,325 | 3,703 | ||||||
Liberty Holdings |
47,052 | 390 | ||||||
Sappi * |
124,207 | 582 | ||||||
Sasol |
22,667 | 616 | ||||||
Shoprite Holdings |
257,923 | 2,919 | ||||||
SPAR Group |
13,435 | 185 | ||||||
|
|
|||||||
8,395 | ||||||||
|
|
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
South Korea 3.2% |
||||||||
Cosmax (A) |
78,477 | $ | 11,692 | |||||
Korea Electric Power |
9,971 | 524 | ||||||
KT&G |
64,047 | 7,590 | ||||||
LG Display ADR |
215,154 | 2,494 | ||||||
Modetour Network (A) |
53,720 | 1,294 | ||||||
Samsung Electronics |
20,469 | 25,448 | ||||||
Shinhan Financial Group |
358,000 | 11,814 | ||||||
SK Hynix |
7,965 | 226 | ||||||
SK Innovation |
4,098 | 502 | ||||||
SK Telecom |
74,994 | 14,037 | ||||||
SK Telecom ADR |
572,886 | 11,985 | ||||||
|
|
|||||||
87,606 | ||||||||
|
|
|||||||
Spain 1.5% |
||||||||
ACS Actividades de Construccion y Servicios |
194,439 | 5,293 | ||||||
Aena (A)(B) |
5,803 | 762 | ||||||
Almirall |
69,060 | 1,031 | ||||||
Amadeus IT Holding, Cl A (A) |
58,518 | 2,563 | ||||||
Banco Bilbao Vizcaya Argentaria |
390,295 | 2,208 | ||||||
Bankinter |
20,342 | 131 | ||||||
CaixaBank (A) |
2,077,388 | 4,557 | ||||||
Enagas |
16,213 | 493 | ||||||
Ferrovial |
71,623 | 1,393 | ||||||
Grifols ADR |
783,901 | 13,068 | ||||||
Iberdrola |
588,397 | 3,990 | ||||||
Industria de Diseno Textil |
135,870 | 4,536 | ||||||
International Consolidated Airlines Group |
98,612 | 487 | ||||||
Red Electrica |
15,990 | 1,428 | ||||||
Zardoya Otis (A) |
27,881 | 261 | ||||||
|
|
|||||||
42,201 | ||||||||
|
|
|||||||
Sweden 1.4% |
||||||||
Assa Abloy, Cl B |
71,165 | 1,453 | ||||||
BillerudKorsnas |
67,924 | 1,008 | ||||||
Bonava, Cl B * |
39,765 | 479 | ||||||
Electrolux, Cl B |
220,587 | 5,975 | ||||||
Fingerprint Cards, Cl B *(A) |
191,938 | 1,842 | ||||||
Granges |
59,798 | 515 | ||||||
Hufvudstaden, Cl A |
9,220 | 144 | ||||||
Husqvarna, Cl B |
129,116 | 957 | ||||||
ICA Gruppen |
4,278 | 143 | ||||||
Industrivarden, Cl C |
7,785 | 126 | ||||||
Intrum Justitia |
11,105 | 346 | ||||||
Investor, Cl B |
71,270 | 2,375 | ||||||
L E Lundbergforetagen, Cl B |
16,420 | 932 | ||||||
Lundin Petroleum * |
30,888 | 558 | ||||||
Mycronic |
29,296 | 218 | ||||||
NCC, Cl B |
39,765 | 917 | ||||||
Nordea Bank |
352,758 | 2,967 | ||||||
Oriflame Holding * |
15,241 | 385 | ||||||
Peab |
134,731 | 1,018 | ||||||
Securitas, Cl B |
50,259 | 769 |
6 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Skanska, Cl B |
22,751 | $ | 473 | |||||
Svenska Cellulosa, Cl B |
159,015 | 5,071 | ||||||
Swedish Match |
13,566 | 470 | ||||||
Swedish Orphan Biovitrum * |
36,855 | 450 | ||||||
Telefonaktiebolaget LM Ericsson ADR (A) |
1,139,812 | 8,754 | ||||||
Volvo, Cl B |
40,918 | 402 | ||||||
|
|
|||||||
38,747 | ||||||||
|
|
|||||||
Switzerland 8.7% |
||||||||
Actelion |
29,686 | 4,999 | ||||||
Aryzta |
192,148 | 7,101 | ||||||
Chocoladefabriken Lindt & Sprungli |
170 | 1,998 | ||||||
Cie Financiere Richemont |
173,412 | 10,139 | ||||||
Clariant |
239,632 | 4,055 | ||||||
Coca-Cola HBC |
648,142 | 13,215 | ||||||
Dufry * |
97,819 | 11,729 | ||||||
Emmi |
1,144 | 698 | ||||||
Galenica |
3,005 | 4,052 | ||||||
Geberit |
3,110 | 1,179 | ||||||
Givaudan |
4,367 | 8,790 | ||||||
Julius Baer Group |
210,153 | 8,408 | ||||||
Lonza Group |
48,950 | 8,121 | ||||||
Nestle |
193,136 | 14,946 | ||||||
Novartis |
430,357 | 35,472 | ||||||
Partners Group Holding |
13,024 | 5,586 | ||||||
Roche Holding |
116,608 | 30,792 | ||||||
Schindler Holding |
8,827 | 1,602 | ||||||
SGS |
6,381 | 14,632 | ||||||
Sika |
203 | 851 | ||||||
Sonova Holding |
27,000 | 3,575 | ||||||
Swiss Life Holding |
19,834 | 4,577 | ||||||
Swiss Prime Site |
3,503 | 318 | ||||||
Swiss Re |
83,044 | 7,246 | ||||||
TE Connectivity (A) |
65,600 | 3,746 | ||||||
Tecan Group |
3,617 | 565 | ||||||
UBS Group |
1,266,839 | 16,384 | ||||||
Wolseley (A) |
13,737 | 712 | ||||||
Zurich Insurance Group |
57,062 | 14,074 | ||||||
|
|
|||||||
239,562 | ||||||||
|
|
|||||||
Taiwan 0.6% |
||||||||
Hon Hai Precision Industry |
1,927,968 | 4,953 | ||||||
Taiwan Semiconductor Manufacturing ADR |
450,845 | 11,826 | ||||||
United Microelectronics ADR |
257,109 | 511 | ||||||
|
|
|||||||
17,290 | ||||||||
|
|
|||||||
Turkey 0.1% |
||||||||
Turkiye Is Bankasi, Cl C |
326,161 | 518 | ||||||
Turkiye Vakiflar Bankasi Tao, Cl D (A) |
758,569 | 1,196 | ||||||
|
|
|||||||
1,714 | ||||||||
|
|
|||||||
United Kingdom 15.0% |
||||||||
3i Group |
259,045 | 1,908 | ||||||
Abcam |
25,880 | 269 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Admiral Group (A) |
31,613 | $ | 868 | |||||
Aon |
59,000 | 6,445 | ||||||
ARM Holdings ADR |
157,205 | 7,154 | ||||||
Ashtead Group (A) |
388,216 | 5,595 | ||||||
Associated British Foods (A) |
106,122 | 3,879 | ||||||
AstraZeneca |
85,823 | 5,152 | ||||||
Aviva |
2,331,902 | 12,293 | ||||||
BAE Systems |
92,366 | 654 | ||||||
Balfour Beatty (A) |
1,679,004 | 4,827 | ||||||
Barclays |
7,788,841 | 14,509 | ||||||
Barratt Developments |
66,630 | 363 | ||||||
Berendsen |
99,932 | 1,639 | ||||||
BHP Billiton |
125,033 | 1,590 | ||||||
BP (A) |
265,106 | 1,559 | ||||||
BP ADR |
133,714 | 4,748 | ||||||
British American Tobacco |
332,455 | 21,698 | ||||||
British Land |
122,590 | 999 | ||||||
BT Group, Cl A |
954,843 | 5,291 | ||||||
Bunzl (A) |
245,974 | 7,597 | ||||||
Carnival |
475,187 | 21,096 | ||||||
Cobham |
1,593,341 | 3,377 | ||||||
Compass Group (A) |
846,570 | 16,194 | ||||||
DCC |
46,740 | 4,150 | ||||||
Diageo |
413,714 | 11,592 | ||||||
Dialog Semiconductor * |
47,761 | 1,432 | ||||||
Direct Line Insurance Group |
216,619 | 1,008 | ||||||
Dixons Carphone |
114,535 | 493 | ||||||
Dominos Pizza Group |
1,259,310 | 5,594 | ||||||
DS Smith |
2,174,000 | 11,245 | ||||||
Fresnillo |
35,494 | 781 | ||||||
Genus |
21,832 | 453 | ||||||
GlaxoSmithKline |
765,048 | 16,547 | ||||||
Greggs |
52,652 | 684 | ||||||
Hammerson |
16,982 | 123 | ||||||
Hargreaves Lansdown (A) |
41,481 | 697 | ||||||
Home Retail Group |
259,410 | 527 | ||||||
Howden Joinery Group |
607,400 | 3,133 | ||||||
HSBC Holdings (A) |
1,993,035 | 12,383 | ||||||
Imperial Brands |
41,265 | 2,256 | ||||||
Imperial Brands ADR |
6,254 | 683 | ||||||
Inchcape |
57,618 | 487 | ||||||
Indivior |
282,556 | 948 | ||||||
Inmarsat |
59,905 | 649 | ||||||
Intertek Group |
12,927 | 604 | ||||||
ITV |
290,675 | 706 | ||||||
J Sainsbury (A) |
129,615 | 407 | ||||||
JD Sports Fashion |
13,514 | 209 | ||||||
John Wood Group |
60,945 | 560 | ||||||
Johnson Matthey |
9,170 | 346 | ||||||
Land Securities Group |
74,119 | 1,038 | ||||||
Legal & General Group |
1,175,525 | 3,020 | ||||||
Lloyds Banking Group |
18,047,801 | 13,094 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
London Stock Exchange Group |
30,788 | $ | 1,046 | |||||
Marks & Spencer Group (A) |
365,705 | 1,557 | ||||||
Mediclinic International (A) |
22,598 | 331 | ||||||
Merlin Entertainments (A)(B) |
1,790,847 | 10,637 | ||||||
Mitie Group (A) |
1,662,416 | 5,531 | ||||||
Mondi |
227,149 | 4,259 | ||||||
National Grid |
87,283 | 1,285 | ||||||
Next (A) |
15,860 | 1,051 | ||||||
Pagegroup |
707,728 | 2,837 | ||||||
Persimmon |
75,671 | 1,479 | ||||||
Petrofac |
34,832 | 366 | ||||||
Prudential (A) |
612,085 | 10,364 | ||||||
QinetiQ Group |
319,745 | 951 | ||||||
Randgold Resources |
2,252 | 254 | ||||||
Reckitt Benckiser Group |
139,135 | 14,008 | ||||||
Regus |
177,425 | 691 | ||||||
RELX (A) |
491,946 | 9,129 | ||||||
Rentokil Initial |
4,898,213 | 12,689 | ||||||
Rexam |
58,484 | 512 | ||||||
Rightmove (A) |
11,198 | 552 | ||||||
Royal Bank of Scotland |
4,446,799 | 10,227 | ||||||
SABMiller |
61,135 | 3,582 | ||||||
Sage Group (A) |
58,929 | 515 | ||||||
Schroders (A) |
85,554 | 2,703 | ||||||
Segro |
116,190 | 648 | ||||||
Severn Trent |
7,976 | 261 | ||||||
Shire |
11,702 | 730 | ||||||
Sky |
17,928 | 204 | ||||||
Smiths Group |
15,142 | 234 | ||||||
Spectris (A) |
129,756 | 3,174 | ||||||
SSE (A) |
537,632 | 11,254 | ||||||
SSP Group |
35,012 | 132 | ||||||
St. Jamess Place |
281,576 | 2,982 | ||||||
TalkTalk Telecom Group (A) |
1,203,585 | 3,560 | ||||||
Taylor Wimpey |
501,571 | 893 | ||||||
Tesco (A) |
3,495,317 | 8,218 | ||||||
Travis Perkins (A) |
182,780 | 3,638 | ||||||
Unilever |
14,206 | 682 | ||||||
United Utilities Group (A) |
74,351 | 1,031 | ||||||
Vodafone Group |
7,021,897 | 21,480 | ||||||
Wm Morrison Supermarkets (A) |
51,413 | 130 | ||||||
Worldpay Group *(B) |
632,200 | 2,296 | ||||||
WPP |
595,957 | 12,440 | ||||||
|
|
|||||||
416,096 | ||||||||
|
|
|||||||
United States 3.3% |
||||||||
Accenture, Cl A |
40,345 | 4,571 | ||||||
Axis Capital Holdings (A) |
202,547 | 11,140 | ||||||
Chubb (A) |
84,740 | 11,076 | ||||||
Cognizant Technology Solutions, Cl A * |
137,316 | 7,860 | ||||||
Core Laboratories (A) |
68,505 | 8,487 | ||||||
Dave & Busters Entertainment * |
92,695 | 4,337 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Flextronics International * |
536,917 | $ | 6,336 | |||||
Gilead Sciences |
88,928 | 7,418 | ||||||
HealthEquity * |
101,092 | 3,072 | ||||||
ICON *(A) |
158,870 | 11,123 | ||||||
Lazard, Cl A |
128,915 | 3,839 | ||||||
ManpowerGroup |
78,102 | 5,025 | ||||||
Nielsen Holdings (A) |
99,700 | 5,181 | ||||||
PrairieSky Royalty (A) |
4,994 | 93 | ||||||
Taro Pharmaceutical Industries * |
15,343 | 2,234 | ||||||
|
|
|||||||
91,792 | ||||||||
|
|
|||||||
Total Common Stock |
|
2,587,712 | ||||||
|
|
|||||||
PREFERRED STOCK 1.3% |
||||||||
Brazil 0.0% |
||||||||
Metalurgica Gerdau, Cl A |
1,058,100 | 654 | ||||||
|
|
|||||||
Germany 0.9% |
||||||||
Bayerische Motoren Werke |
4,087 | 261 | ||||||
Fuchs Petrolub |
7,052 | 277 | ||||||
Henkel |
44,135 | 5,385 | ||||||
Porsche |
3,275 | 152 | ||||||
Volkswagen |
142,594 | 17,279 | ||||||
|
|
|||||||
23,354 | ||||||||
|
|
|||||||
South Korea 0.4% |
||||||||
Hyundai Motor |
67,632 | 5,544 | ||||||
Samsung Electronics |
5,239 | 5,406 | ||||||
|
|
|||||||
10,950 | ||||||||
|
|
|||||||
Total Preferred Stock |
34,958 | |||||||
|
|
|||||||
Number of Rights |
||||||||
RIGHTS 0.0% |
||||||||
Australia 0.0% |
||||||||
Vocus Communications, Expires 07/21/2016 * |
8,154 | 6 | ||||||
|
|
|||||||
Spain 0.0% |
||||||||
ACS Actividades de Construccion y Servicios * |
194,439 | 137 | ||||||
|
|
|||||||
Total Rights |
143 | |||||||
|
|
8 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
AFFILIATED PARTNERSHIP 13.4% |
|
|||||||
SEI Liquidity Fund, L.P. |
371,652,895 | $ | 371,653 | |||||
|
|
|||||||
Total Affiliated Partnership |
371,653 | |||||||
|
|
|||||||
Face Amount (Thousands) |
||||||||
U.S. TREASURY OBLIGATION 0.4% |
| |||||||
U.S. Treasury Bills |
$ | 11,600 | 11,596 | |||||
|
|
|||||||
Total U.S. Treasury Obligation |
11,596 | |||||||
|
|
|||||||
Shares | ||||||||
CASH EQUIVALENT 1.3% |
||||||||
SEI Daily Income Trust, Government Fund, Cl A |
36,907,901 | 36,908 | ||||||
|
|
|||||||
Total Cash Equivalent |
36,908 | |||||||
|
|
|||||||
Total Investments 110.0% |
$ | 3,042,970 | ||||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2016, is as follows:
|
||||||||||||
Type of Contract | Number of Contracts Long |
Expiration Date | Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
DJ Euro Stoxx 50 Index |
549 | Sep-2016 | $181 | |||||||||
FTSE 100 Index |
153 | Sep-2016 | 1,014 | |||||||||
Hang Seng Index |
16 | Jul-2016 | 110 | |||||||||
SPI 200 Index |
42 | Sep-2016 | (5) | |||||||||
Topix Index |
102 | Sep-2016 | (731) | |||||||||
|
|
|||||||||||
$569 | ||||||||||||
|
|
For the period ended June 30, 2016, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
Percentages are based on a Net Assets of $2,765,883 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of June 30, 2016. |
| Investment in Affiliated Security. |
| Real Estate Investment Trust. |
| Expiration date unavailable. |
(A) | This security or a partial position of this security is on loan at June 30, 2016. The total market value of securities on loan at June 30, 2016 was $361,009 ($ Thousands). |
(B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2016, the value of these securities amounted to $31,324 ($ Thousands), 1.1% representing of the net assets of the Fund. |
(C) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2016 was $371,653 ($ Thousands). |
(D) | Security, or portion thereof, has been pledged as collateral on open futures contracts. |
(E) | The rate reported is the effective yield at time of purchase. |
@ At June 30, 2016, the tax basis cost of the Funds investments was $3,096,208 ($ Thousands), and the unrealized appreciation and depreciation were $222,033 ($ Thousands) and $(275,271) ($ Thousands), respectively.
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
FTSE Financial Times and Stock Exchange
GDR Global Depositary Receipt
L.P. Limited Partnership
SPI Share Price Index
The following is a summary of the transactions with affiliates for the period ended June 30, 2016 ($ Thousands):
|
||||||||||||||||||||||||||||
Security Description | Value at 9/30/2015 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation ) |
Value 6/30/2016 |
Dividend Income |
|||||||||||||||||||||
|
||||||||||||||||||||||||||||
SEI Liquidity Fund, L.P. |
$233,929 | $1,111,411 | $(973,687) | $ | $ | $371,653 | $1,543 | |||||||||||||||||||||
SEI Daily Income Trust, Government Fund, Cl A |
91,924 | 211,727 | (266,743) | | | 36,908 | 132 | |||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||
Totals |
$325,853 | $1,323,138 | $(1,240,430) | $ | $ | $408,561 | $1,675 | |||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Equity Fund (Concluded)
The following is a list of the level of inputs used as of June 30, 2016, in valuing the Funds investments and other financial instruments carried at value ($ Thousands):
|
||||||||||||||||
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
||||||||||||||||
Common Stock |
$ | 2,587,712 | $ | | $ | | $ | 2,587,712 | ||||||||
Preferred Stock |
34,958 | | | 34,958 | ||||||||||||
Rights |
143 | | | 143 | ||||||||||||
Affiliated Partnership |
| 371,653 | | 371,653 | ||||||||||||
U.S. Treasury Obligation |
| 11,596 | | 11,596 | ||||||||||||
Cash Equivalent |
36,908 | | | 36,908 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 2,659,721 | $ | 383,249 | $ | | $ | 3,042,970 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
|
||||||||||||||||
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
||||||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ | 1,305 | $ | | $ | | $ | 1,305 | ||||||||
Unrealized Depreciation |
(736 | ) | | | (736 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 569 | $ | | $ | | $ | 569 | ||||||||
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2016, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2016, there were no transfers between Level 2 into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
10 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Equity Fund
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK 91.6% |
||||||||
Argentina 0.7% |
||||||||
Arcos Dorados Holdings, Cl A * |
254,900 | $ | 1,216 | |||||
Cresud SACIF y A ADR * |
52,900 | 747 | ||||||
IRSA Inversiones y Representaciones ADR * |
39,800 | 669 | ||||||
MercadoLibre |
24,971 | 3,513 | ||||||
YPF ADR |
238,584 | 4,581 | ||||||
|
|
|||||||
10,726 | ||||||||
|
|
|||||||
Austria 0.1% |
||||||||
Erste Group Bank |
68,904 | 1,563 | ||||||
|
|
|||||||
Brazil 6.7% |
||||||||
Ambev |
443,500 | 2,637 | ||||||
Ambev ADR |
1,205,525 | 7,125 | ||||||
B2W Cia Digital * |
1,042,779 | 3,066 | ||||||
Banco Bradesco ADR (A) |
1,274,320 | 9,952 | ||||||
Banco do Brasil |
558,980 | 2,966 | ||||||
Banco Santander Brasil ADR (A) |
297,638 | 1,697 | ||||||
BB Seguridade Participacoes |
459,800 | 4,006 | ||||||
BM&FBovespa |
200,000 | 1,112 | ||||||
Braskem ADR |
223,775 | 2,652 | ||||||
BRF |
34,100 | 477 | ||||||
BRF ADR |
153,174 | 2,134 | ||||||
BTG Pactual Group |
45,500 | 260 | ||||||
CCR |
862,916 | 4,525 | ||||||
CETIP - Mercados Organizados |
53,900 | 734 | ||||||
Cielo |
322,176 | 3,394 | ||||||
Cosan Industria e Comercio |
381,715 | 3,966 | ||||||
Cyrela Brazil Realty Empreendimentos e Participacoes |
337,400 | 1,073 | ||||||
EDP - Energias do Brasil |
89,300 | 380 | ||||||
Embraer ADR |
50,400 | 1,095 | ||||||
FPC Par Corretora de Seguros |
368,100 | 1,505 | ||||||
Gerdau ADR |
904,084 | 1,645 | ||||||
Hypermarcas |
557,260 | 4,044 | ||||||
JBS |
288,000 | 899 | ||||||
Lojas Renner |
541,300 | 4,016 | ||||||
Mahle-Metal Leve |
60,200 | 431 | ||||||
MRV Engenharia e Participacoes |
657,400 | 2,194 | ||||||
Multiplus |
85,500 | 943 | ||||||
Petroleo Brasileiro ADR *(A) |
1,486,060 | 10,640 | ||||||
Raia Drogasil |
55,300 | 1,096 | ||||||
Rumo Logistica Operadora Multimodal * |
1,693,552 | 2,601 | ||||||
Sao Martinho |
40,300 | 665 | ||||||
Smiles |
74,600 | 1,117 | ||||||
Telefonica Brasil ADR (A) |
421,331 | 5,730 | ||||||
TIM Participacoes ADR |
377,700 | 3,985 | ||||||
Totvs |
127,700 | 1,208 | ||||||
Ultrapar Participacoes |
57,800 | 1,281 | ||||||
Vale ADR, Cl B (A) |
218,785 | 1,107 | ||||||
Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao |
61,300 | 520 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
WEG |
80,700 | $ | 346 | |||||
|
|
|||||||
99,224 | ||||||||
|
|
|||||||
Canada 0.7% |
||||||||
First Quantum Minerals |
785,988 | 5,489 | ||||||
Pan American Silver |
116,541 | 1,917 | ||||||
Parex Resources * |
182,956 | 1,763 | ||||||
SEMAFO * |
357,608 | 1,707 | ||||||
|
|
|||||||
10,876 | ||||||||
|
|
|||||||
Chile 0.8% |
||||||||
Banco de Chile |
12,357,827 | 1,321 | ||||||
Banco Santander Chile |
22,200,451 | 1,073 | ||||||
Cia Cervecerias Unidas ADR (A) |
61,391 | 1,433 | ||||||
Embotelladora Andina ADR, Cl B |
8,038 | 170 | ||||||
Enersis Americas ADR |
248,487 | 2,132 | ||||||
Enersis Chile ADR |
90,721 | 529 | ||||||
SACI Falabella |
423,480 | 3,223 | ||||||
Sociedad Quimica y Minera de Chile ADR (A) |
78,900 | 1,950 | ||||||
|
|
|||||||
11,831 | ||||||||
|
|
|||||||
China 15.9% |
||||||||
AAC Technologies Holdings |
213,680 | 1,834 | ||||||
Agricultural Bank of China |
12,921,932 | 4,753 | ||||||
Alibaba Group Holding ADR *(A) |
215,124 | 17,109 | ||||||
Angang Steel (A) |
9,268,722 | 4,171 | ||||||
Anhui Conch Cement |
1,843,500 | 4,477 | ||||||
ANTA Sports Products (A) |
365,069 | 736 | ||||||
Baidu ADR * |
125,617 | 20,746 | ||||||
Bank of China |
16,671,105 | 6,701 | ||||||
Beijing Capital International Airport |
1,344,000 | 1,462 | ||||||
Changyou.com ADR * |
122,200 | 2,449 | ||||||
China Communications Services |
2,710,000 | 1,423 | ||||||
China Construction Bank |
20,789,379 | 13,862 | ||||||
China Life Insurance |
289,000 | 625 | ||||||
China Merchants Bank |
492,076 | 1,100 | ||||||
China Oilfield Services (A) |
1,030,000 | 798 | ||||||
China Petroleum & Chemical |
9,409,839 | 6,868 | ||||||
China Shenhua Energy |
818,500 | 1,521 | ||||||
China Telecom |
3,634,000 | 1,635 | ||||||
China Vanke |
1,833,024 | 3,625 | ||||||
Chongqing Rural Commercial Bank |
1,999,612 | 1,020 | ||||||
CITIC Securities |
1,961,900 | 4,357 | ||||||
Cogobuy Group *(A)(B) |
790,000 | 1,282 | ||||||
Ctrip.com International ADR *(A) |
126,393 | 5,207 | ||||||
Datang International Power Generation |
2,374,000 | 664 | ||||||
Dongfeng Motor Group |
1,094,000 | 1,153 | ||||||
Guangzhou R&F Properties |
1,752,400 | 2,227 | ||||||
Huaneng Power International |
1,148,000 | 712 | ||||||
Industrial & Commercial Bank of China |
33,878,768 | 18,836 | ||||||
JD.com ADR *(A) |
96,510 | 2,049 | ||||||
Jiangsu Expressway |
2,178,000 | 3,040 | ||||||
KWG Property Holding |
1,640,370 | 957 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
Longfor Properties |
460,000 | $ | 602 | |||||
NetEase ADR (A) |
17,937 | 3,466 | ||||||
New Oriental Education & Technology Group ADR (A) |
58,779 | 2,462 | ||||||
Peak Sport Products (A) |
500,000 | 150 | ||||||
PetroChina |
750,000 | 517 | ||||||
PetroChina ADR |
67,770 | 4,603 | ||||||
PICC Property & Casualty |
2,701,800 | 4,275 | ||||||
Ping An Insurance Group of China |
2,393,000 | 10,643 | ||||||
Qunar Cayman Islands ADR * |
12,400 | 369 | ||||||
SINA * |
161,300 | 8,367 | ||||||
Sinopec Engineering Group |
1,257,000 | 1,142 | ||||||
Sinopharm Group |
362,000 | 1,737 | ||||||
Sohu.com * |
203,483 | 7,704 | ||||||
TAL Education Group ADR * |
20,030 | 1,243 | ||||||
Tencent Holdings |
1,546,135 | 35,464 | ||||||
Tingyi Cayman Islands Holding (A) |
1,546,000 | 1,472 | ||||||
TravelSky Technology |
1,439,000 | 2,776 | ||||||
Tsingtao Brewery |
306,000 | 1,070 | ||||||
Uni-President China Holdings (A) |
4,189,400 | 3,549 | ||||||
Vipshop Holdings ADR * |
174,596 | 1,950 | ||||||
Want Want China Holdings (A) |
1,484,000 | 1,060 | ||||||
Weibo ADR * |
33,500 | 952 | ||||||
Zhejiang Expressway |
1,524,000 | 1,443 | ||||||
Zhuzhou CRRC Times Electric |
353,975 | 1,965 | ||||||
|
|
|||||||
236,380 | ||||||||
|
|
|||||||
Colombia 0.4% |
||||||||
Almacenes Exito |
51,103 | 250 | ||||||
Bancolombia ADR, Cl R (A) |
67,878 | 2,370 | ||||||
Cementos Argos |
245,762 | 1,007 | ||||||
Cemex Latam Holdings * |
323,422 | 1,401 | ||||||
Interconexion Electrica ESP |
160,890 | 494 | ||||||
|
|
|||||||
5,522 | ||||||||
|
|
|||||||
Czech Republic 0.3% |
||||||||
Komercni Banka |
91,440 | 3,429 | ||||||
Moneta Money Bank *(B) |
246,249 | 725 | ||||||
|
|
|||||||
4,154 | ||||||||
|
|
|||||||
Egypt 0.1% |
||||||||
Commercial International Bank Egypt GDR |
93,823 | 335 | ||||||
Global Telecom Holding SAE GDR * |
464,061 | 862 | ||||||
|
|
|||||||
1,197 | ||||||||
|
|
|||||||
Greece 0.2% |
||||||||
Eurobank Ergasias * |
2,414,990 | 1,505 | ||||||
National Bank of Greece * |
7,530,353 | 1,638 | ||||||
|
|
|||||||
3,143 | ||||||||
|
|
|||||||
Hong Kong 7.7% |
||||||||
AIA Group |
492,100 | 2,989 | ||||||
Beijing Enterprises Holdings |
533,700 | 3,035 | ||||||
Brilliance China Automotive Holdings |
5,673,708 | 5,882 | ||||||
Chaoda Modern Agriculture * |
2,056,181 | 45 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
China Conch Venture Holdings (A) |
713,000 | $ | 1,420 | |||||
China Everbright |
1,366,000 | 2,654 | ||||||
China Everbright Bank |
2,503,000 | 1,142 | ||||||
China Everbright International |
4,098,100 | 4,593 | ||||||
China Galaxy Securities |
1,591,500 | 1,440 | ||||||
China High Precision Automation Group (C) |
1,385,624 | | ||||||
China Medical System Holdings |
4,478,200 | 6,869 | ||||||
China Mengniu Dairy |
2,630,930 | 4,611 | ||||||
China Mobile |
1,829,041 | 21,089 | ||||||
China Mobile ADR |
118,140 | 6,840 | ||||||
China Overseas Land & Investment |
112,000 | 355 | ||||||
China Power International Development |
1,676,000 | 622 | ||||||
China Resources Power Holdings |
648,000 | 977 | ||||||
China State Construction International Holdings |
3,530,814 | 4,651 | ||||||
China Taiping Insurance Holdings * |
968,182 | 1,824 | ||||||
CIFI Holdings Group |
1,342,000 | 331 | ||||||
CNOOC |
5,057,907 | 6,338 | ||||||
Fuyao Glass Industry |
634,667 | 1,469 | ||||||
Galaxy Entertainment Group |
1,147,000 | 3,443 | ||||||
Geely Automobile Holdings |
11,931,700 | 6,516 | ||||||
Haier Electronics Group |
1,982,000 | 3,063 | ||||||
Hengan International Group |
74,000 | 623 | ||||||
Hua Hong Semiconductor (B) |
1,324,100 | 1,241 | ||||||
Lee & Man Paper Manufacturing |
3,187,960 | 2,370 | ||||||
Peoples Insurance Group of China |
3,420,000 | 1,321 | ||||||
Qinqin Foodstuffs Group Cayman * |
14,800 | 20 | ||||||
Shanghai Fosun Pharmaceutical Group |
349,500 | 860 | ||||||
Shanghai Industrial Holdings |
534,000 | 1,216 | ||||||
Shimao Property Holdings |
889,000 | 1,133 | ||||||
Skyworth Digital Holdings |
1,604,000 | 1,321 | ||||||
SMI Holdings Group (A) |
9,116,000 | 865 | ||||||
Sunny Optical Technology Group |
1,991,507 | 7,012 | ||||||
Techtronic Industries |
446,500 | 1,868 | ||||||
Tianneng Power International (A) |
860,000 | 586 | ||||||
Xinyi Solar Holdings (A) |
2,768,000 | 1,102 | ||||||
|
|
|||||||
113,736 | ||||||||
|
|
|||||||
Hungary 0.5% |
||||||||
Magyar Telekom |
142,287 | 224 | ||||||
MOL Hungarian Oil & Gas |
12,228 | 709 | ||||||
OTP Bank |
78,576 | 1,764 | ||||||
Richter Gedeon Nyrt |
204,480 | 4,074 | ||||||
|
|
|||||||
6,771 | ||||||||
|
|
|||||||
India 8.4% |
||||||||
Aurobindo Pharma |
453,187 | 5,003 | ||||||
Axis Bank |
561,303 | 4,450 | ||||||
Bajaj Auto |
36,700 | 1,466 | ||||||
Bharat Financial Inclusion * |
272,257 | 3,001 | ||||||
Bharat Petroleum |
115,809 | 1,845 | ||||||
Cairn India |
828,140 | 1,732 | ||||||
Ceat |
36,640 | 457 |
2 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
Cummins India |
261,069 | $ | 3,295 | |||||
Dabur India |
830,707 | 3,805 | ||||||
Dewan Housing Finance |
628,450 | 1,904 | ||||||
Glenmark Pharmaceuticals |
511,053 | 6,078 | ||||||
HCL Technologies |
252,850 | 2,741 | ||||||
HDFC Bank ADR |
93,535 | 6,206 | ||||||
Hindustan Petroleum |
131,101 | 1,941 | ||||||
Hindustan Unilever |
199,018 | 2,653 | ||||||
Hindustan Zinc |
144,735 | 388 | ||||||
Housing Development Finance |
70,470 | 1,312 | ||||||
ICICI Bank ADR (A) |
954,391 | 6,852 | ||||||
IFCI |
1,964,487 | 783 | ||||||
Indian Oil |
150,526 | 986 | ||||||
IndusInd Bank |
207,135 | 3,419 | ||||||
Infosys |
439,858 | 7,647 | ||||||
Infosys ADR (A) |
117,790 | 2,102 | ||||||
InterGlobe Aviation *(B) |
175,512 | 2,640 | ||||||
ITC |
225,376 | 1,231 | ||||||
JSW Steel |
8,227 | 179 | ||||||
Maruti Udyog |
49,190 | 3,058 | ||||||
NHPC |
885,231 | 331 | ||||||
NTPC |
948,764 | 2,201 | ||||||
Oil & Natural Gas |
557,929 | 1,795 | ||||||
Parag Milk Foods *(B) |
460,375 | 1,897 | ||||||
Piramal Enterprises |
9,604 | 206 | ||||||
Power Finance |
242,859 | 613 | ||||||
Power Grid Corp of India |
1,470,009 | 3,558 | ||||||
Prestige Estates Projects |
601,800 | 1,661 | ||||||
Reliance Capital |
226,221 | 1,347 | ||||||
Reliance Industries |
199,295 | 2,871 | ||||||
Reliance Industries GDR (B) |
422,008 | 12,102 | ||||||
Rural Electrification |
62,939 | 162 | ||||||
SH Kelkar (B) |
360,419 | 1,138 | ||||||
Shriram Transport Finance |
152,803 | 2,733 | ||||||
Sun Pharmaceutical Industries |
44,359 | 504 | ||||||
Sun TV Network |
173,574 | 939 | ||||||
Syndicate Bank * |
396,022 | 428 | ||||||
Tata Chemicals |
191,289 | 1,223 | ||||||
Tata Consultancy Services |
116,201 | 4,402 | ||||||
Tata Motors ADR (A) |
72,120 | 2,500 | ||||||
Vedanta |
783,762 | 1,544 | ||||||
Wipro |
163,131 | 1,352 | ||||||
Wipro ADR (A) |
28,060 | 347 | ||||||
Zee Entertainment Enterprises |
366,265 | 2,482 | ||||||
|
|
|||||||
125,510 | ||||||||
|
|
|||||||
Indonesia 2.6% |
||||||||
AKR Corporindo |
2,477,300 | 1,204 | ||||||
Astra International |
5,689,100 | 3,194 | ||||||
Bank Central Asia |
1,936,100 | 1,957 | ||||||
Bank Negara Indonesia Persero |
7,069,000 | 2,789 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
Bank Pembangunan Daerah Jawa Barat Dan Banten |
4,107,500 | $ | 351 | |||||
Bank Rakyat Indonesia Persero |
5,942,095 | 4,867 | ||||||
Bumi Serpong Damai |
8,270,000 | 1,326 | ||||||
Gudang Garam |
559,900 | 2,935 | ||||||
Indofood CBP Sukses Makmur |
325,600 | 425 | ||||||
Kalbe Farma |
13,260,200 | 1,539 | ||||||
Link Net |
3,163,700 | 972 | ||||||
Matahari Department Store |
1,619,200 | 2,454 | ||||||
Pakuwon Jati |
20,902,000 | 978 | ||||||
Semen Indonesia Persero |
1,168,300 | 830 | ||||||
Sumber Alfaria Trijaya |
37,219,400 | 1,684 | ||||||
Tambang Batubara Bukit Asam |
1,571,300 | 919 | ||||||
Telekomunikasi Indonesia Persero |
27,665,682 | 8,363 | ||||||
United Tractors |
1,753,100 | 1,961 | ||||||
|
|
|||||||
38,748 | ||||||||
|
|
|||||||
Jordan 0.2% |
||||||||
Hikma Pharmaceuticals (A) |
76,245 | 2,516 | ||||||
|
|
|||||||
Kashmiri 0.0% |
||||||||
Advanced Process Systems * |
27,625 | 421 | ||||||
|
|
|||||||
Malaysia 0.8% |
||||||||
AirAsia |
4,435,000 | 2,860 | ||||||
AMMB Holdings |
867,400 | 956 | ||||||
Astro Malaysia Holdings |
2,051,400 | 1,489 | ||||||
Berjaya Sports Toto |
155,200 | 117 | ||||||
British American Tobacco Malaysia |
53,251 | 696 | ||||||
Inari Amertron |
2,433,375 | 1,793 | ||||||
Malayan Banking |
113,800 | 230 | ||||||
MISC BHD |
134,000 | 248 | ||||||
Petronas Chemicals Group |
480,500 | 788 | ||||||
Petronas Gas |
202,700 | 1,113 | ||||||
Public Bank |
67,200 | 324 | ||||||
Sunway |
351,300 | 261 | ||||||
Tenaga Nasional |
94,200 | 330 | ||||||
Top Glove |
407,200 | 464 | ||||||
UEM Sunrise |
2,661,895 | 684 | ||||||
Westports Holdings |
181,900 | 189 | ||||||
|
|
|||||||
12,542 | ||||||||
|
|
|||||||
Mexico 4.3% |
||||||||
Alsea |
229,900 | 867 | ||||||
America Movil, Ser L |
2,608,374 | 1,589 | ||||||
America Movil ADR, Ser L |
154,375 | 1,893 | ||||||
Arca Continental |
350,500 | 2,493 | ||||||
Cemex ADR * |
777,160 | 4,795 | ||||||
Coca-Cola Femsa ADR |
17,346 | 1,439 | ||||||
Controladora Comercial Mexicana * |
214,300 | 377 | ||||||
El Puerto de Liverpool |
52,200 | 547 | ||||||
Fomento Economico Mexicano |
324,300 | 2,975 | ||||||
Fomento Economico Mexicano ADR (A) |
41,434 | 3,832 | ||||||
Gentera |
333,300 | 592 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
Grupo Aeroportuario del Pacifico, Cl B |
143,300 | $ | 1,460 | |||||
Grupo Bimbo, Ser A |
258,400 | 803 | ||||||
Grupo Financiero Banorte, Cl O |
2,418,655 | 13,396 | ||||||
Grupo Financiero Santander Mexico ADR (A) |
274,478 | 2,495 | ||||||
Grupo GICSA * |
1,892,700 | 1,318 | ||||||
Grupo Mexico, Ser B |
1,393,900 | 3,237 | ||||||
Grupo Televisa ADR |
235,175 | 6,124 | ||||||
Industrias Bachoco ADR |
4,165 | 206 | ||||||
Infraestructura Energetica Nova |
639,200 | 2,670 | ||||||
Inmobiliaria Vesta |
1,652,000 | 2,539 | ||||||
Kimberly-Clark de Mexico, Cl A |
106,100 | 248 | ||||||
La Comer * |
214,300 | 208 | ||||||
Megacable Holdings |
117,700 | 473 | ||||||
Nemak (B) |
1,470,817 | 1,707 | ||||||
Telesites * |
1 | | ||||||
Unifin Financiera |
635,100 | 1,577 | ||||||
Wal-Mart de Mexico |
1,933,955 | 4,610 | ||||||
|
|
|||||||
64,470 | ||||||||
|
|
|||||||
Pakistan 0.3% |
||||||||
Engro Fertilizers |
2,550,000 | 1,570 | ||||||
United Bank |
1,660,800 | 2,806 | ||||||
|
|
|||||||
4,376 | ||||||||
|
|
|||||||
Peru 0.8% |
||||||||
Cia de Minas Buenaventura ADR * |
191,247 | 2,285 | ||||||
Credicorp |
60,447 | 9,329 | ||||||
|
|
|||||||
11,614 | ||||||||
|
|
|||||||
Philippines 1.2% |
||||||||
Aboitiz Equity Ventures |
223,420 | 368 | ||||||
Aboitiz Power |
591,300 | 579 | ||||||
Ayala |
204,210 | 3,692 | ||||||
BDO Unibank |
1,271,153 | 3,028 | ||||||
Cebu Air |
201,950 | 421 | ||||||
Globe Telecom |
4,770 | 241 | ||||||
GT Capital Holdings |
9,315 | 286 | ||||||
International Container Terminal Services |
766,504 | 1,003 | ||||||
Metro Pacific Investments |
1,800,500 | 267 | ||||||
SM Investments |
115,120 | 2,380 | ||||||
SM Prime Holdings |
3,855,921 | 2,250 | ||||||
Universal Robina |
645,980 | 2,869 | ||||||
Vista Land & Lifescapes |
2,371,200 | 270 | ||||||
|
|
|||||||
17,654 | ||||||||
|
|
|||||||
Poland 0.3% |
||||||||
Asseco Poland |
32,702 | 432 | ||||||
Energa |
107,575 | 259 | ||||||
Eurocash |
95,941 | 1,118 | ||||||
KGHM Polska Miedz (A) |
40,740 | 683 | ||||||
PGE Polska Grupa Energetyczna |
310,307 | 929 | ||||||
Tauron Polska Energia (A) |
1,276,860 | 918 | ||||||
|
|
|||||||
4,339 | ||||||||
|
|
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
Portugal 0.2% |
||||||||
Galp Energia, Cl B |
135,018 | $ | 1,879 | |||||
Jeronimo Martins |
92,726 | 1,464 | ||||||
|
|
|||||||
3,343 | ||||||||
|
|
|||||||
Qatar 0.3% |
||||||||
Barwa Real Estate |
161,740 | 1,466 | ||||||
Commercial Bank QSC |
62,585 | 636 | ||||||
Doha Bank QSC |
48,771 | 473 | ||||||
Industries Qatar QSC |
27,533 | 741 | ||||||
Ooredoo QSC |
32,985 | 801 | ||||||
United Development |
64,728 | 341 | ||||||
|
|
|||||||
4,458 | ||||||||
|
|
|||||||
Romania 0.1% |
||||||||
Banca Transilvania |
2,426,362 | 1,240 | ||||||
|
|
|||||||
Russia 5.4% |
||||||||
Etalon Group GDR |
56,800 | 139 | ||||||
Gazprom ADR |
1,756,339 | 7,550 | ||||||
Lukoil ADR |
303,231 | 12,612 | ||||||
Magnit GDR (A) |
115,427 | 3,857 | ||||||
MegaFon GDR |
67,228 | 704 | ||||||
Mobile TeleSystems ADR |
243,183 | 2,014 | ||||||
NovaTek GDR |
34,066 | 3,427 | ||||||
Novolipetsk Steel GDR |
204,253 | 2,635 | ||||||
Rosneft GDR |
1,007,877 | 5,142 | ||||||
Sberbank of Russia ADR (A) |
2,417,064 | 21,099 | ||||||
Severstal GDR |
140,054 | 1,548 | ||||||
Sistema GDR |
113,760 | 856 | ||||||
Surgutneftegas ADR |
161,438 | 828 | ||||||
Tatneft PAO ADR (A) |
55,502 | 1,686 | ||||||
TMK GDR |
113,371 | 312 | ||||||
X5 Retail Group GDR * |
483,981 | 9,638 | ||||||
Yandex, Cl A * |
274,836 | 6,005 | ||||||
|
|
|||||||
80,052 | ||||||||
|
|
|||||||
Singapore 0.0% |
||||||||
Asian Pay Television Trust |
974,100 | 384 | ||||||
|
|
|||||||
South Africa 4.7% |
||||||||
Alexander Forbes Group Holdings |
3,366,889 | 1,543 | ||||||
AngloGold Ashanti ADR * |
58,100 | 1,049 | ||||||
Aspen Pharmacare Holdings |
116,918 | 2,911 | ||||||
AVI |
96,691 | 549 | ||||||
Barclays Africa Group |
180,114 | 1,767 | ||||||
Barloworld |
73,229 | 364 | ||||||
Bid * |
159,570 | 3,007 | ||||||
Bidvest Group |
118,580 | 1,124 | ||||||
DataTec |
74,779 | 225 | ||||||
FirstRand |
1,852,464 | 5,690 | ||||||
Foschini Group (A) |
52,192 | 495 | ||||||
Gold Fields |
389,045 | 1,901 | ||||||
Impala Platinum Holdings * |
256,739 | 820 | ||||||
Imperial Holdings |
70,055 | 715 |
4 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
Investec |
422,202 | $ | 2,602 | |||||
Kumba Iron Ore (A) |
74,595 | 563 | ||||||
Liberty Holdings |
252,237 | 2,091 | ||||||
Life Healthcare Group Holdings |
1,078,356 | 2,672 | ||||||
MMI Holdings |
517,291 | 803 | ||||||
Mondi |
166,287 | 3,065 | ||||||
MTN Group |
191,119 | 1,870 | ||||||
Murray & Roberts Holdings |
420,128 | 338 | ||||||
Naspers, Cl N |
85,834 | 13,211 | ||||||
Netcare (A) |
279,781 | 598 | ||||||
Petra Diamonds (A) |
1,461,154 | 2,246 | ||||||
RMB Holdings |
195,531 | 749 | ||||||
Sappi * |
180,100 | 844 | ||||||
Sasol |
132,133 | 3,591 | ||||||
SPAR Group |
79,152 | 1,089 | ||||||
Standard Bank Group |
467,433 | 4,060 | ||||||
Steinhoff International Holdings |
115,265 | 663 | ||||||
Telkom |
168,000 | 764 | ||||||
Tongaat Hulett |
19,087 | 152 | ||||||
Truworths International |
146,868 | 862 | ||||||
Tsogo Sun Holdings |
405,609 | 740 | ||||||
Vodacom Group (A) |
189,058 | 2,171 | ||||||
Wilson Bayly Holmes-Ovcon |
37,124 | 319 | ||||||
Woolworths Holdings |
255,740 | 1,462 | ||||||
|
|
|||||||
69,685 | ||||||||
|
|
|||||||
South Korea 12.5% |
||||||||
Amorepacific (A) |
804 | 302 | ||||||
BGF retail (A) |
25,774 | 4,777 | ||||||
CJ CGV (A) |
25,282 | 2,283 | ||||||
Coway (A) |
110,604 | 10,055 | ||||||
DGB Financial Group (A) |
123,841 | 935 | ||||||
Dongbu Insurance (A) |
79,722 | 4,797 | ||||||
GS Retail (A) |
14,756 | 701 | ||||||
Hana Financial Group (A) |
74,782 | 1,512 | ||||||
Hankook Tire (A) |
44,735 | 1,984 | ||||||
Hanon Systems (A) |
87,850 | 804 | ||||||
Hansae (A) |
38,992 | 1,281 | ||||||
Hanwha Life Insurance (A) |
164,417 | 827 | ||||||
Hanwha Techwin (A) |
65,287 | 2,773 | ||||||
Hite Jinro (A) |
39,824 | 826 | ||||||
Hyosung (A) |
9,502 | 1,036 | ||||||
Hyundai Development (A) |
137,377 | 4,740 | ||||||
Hyundai Marine & Fire Insurance (A) |
105,799 | 2,697 | ||||||
Hyundai Mobis (A) |
2,429 | 532 | ||||||
Hyundai Motor (A) |
40,789 | 4,818 | ||||||
Kangwon Land (A) |
49,771 | 1,802 | ||||||
KB Financial Group (A) |
9,614 | 272 | ||||||
KB Financial Group ADR (A) |
64,497 | 1,836 | ||||||
KCC (A) |
8,106 | 2,685 | ||||||
Kia Motors (A) |
47,626 | 1,788 | ||||||
Korea Aerospace Industries (A) |
57,440 | 3,677 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
Korea Electric Power |
8,122 | $ | 427 | |||||
KT&G (A) |
48,802 | 5,783 | ||||||
LG (A) |
44,159 | 2,444 | ||||||
LG Chem (A) |
3,063 | 698 | ||||||
LG Uplus |
256,205 | 2,428 | ||||||
Lotte Chemical (A) |
7,849 | 1,945 | ||||||
Lotte Chilsung Beverage (A) |
1,807 | 2,801 | ||||||
Lotte Confectionery (A) |
17,100 | 2,906 | ||||||
LS Industrial Systems |
14,086 | 584 | ||||||
Mando (A) |
15,753 | 2,975 | ||||||
NAVER (A) |
18,331 | 11,334 | ||||||
NCSoft (A) |
16,914 | 3,485 | ||||||
Orion |
3,674 | 3,017 | ||||||
Poongsan (A) |
22,792 | 579 | ||||||
POSCO (A) |
22,745 | 4,001 | ||||||
Posco Daewoo (A) |
33,211 | 726 | ||||||
S-1, Cl 1 (A) |
13,626 | 1,277 | ||||||
Samlip General Foods (A) |
6,006 | 979 | ||||||
Samsung Electronics (A) |
37,800 | 46,995 | ||||||
Samsung Life Insurance (A) |
25,835 | 2,254 | ||||||
SFA Engineering (A) |
54,028 | 2,342 | ||||||
Shinhan Financial Group (A) |
54,461 | 1,797 | ||||||
SK Hynix (A) |
213,132 | 6,046 | ||||||
SK Innovation (A) |
13,118 | 1,607 | ||||||
SK Telecom |
8,435 | 1,579 | ||||||
SK Telecom ADR |
366,420 | 7,665 | ||||||
Sung Kwang Bend (A) |
62,144 | 499 | ||||||
Tongyang Life Insurance (A) |
57,460 | 508 | ||||||
Viatron Technologies (A) |
16,845 | 346 | ||||||
Vieworks (A) |
39,445 | 1,709 | ||||||
Woori Bank |
171,561 | 1,418 | ||||||
Yuhan (A) |
9,517 | 2,538 | ||||||
|
|
|||||||
185,432 | ||||||||
|
|
|||||||
Taiwan 10.1% |
||||||||
Accton Technology |
1,952,700 | 2,632 | ||||||
Advanced Ceramic X * |
247,300 | 1,372 | ||||||
Advanced Semiconductor Engineering |
5,187,570 | 5,951 | ||||||
Airtac International Group |
233,547 | 1,748 | ||||||
Asustek Computer |
257,000 | 2,124 | ||||||
Casetek Holdings |
167,000 | 589 | ||||||
Catcher Technology |
413,040 | 3,080 | ||||||
Cathay Financial Holding |
841,004 | 917 | ||||||
Chailease Holding |
155,404 | 253 | ||||||
Cheng Shin Rubber Industry |
667,000 | 1,405 | ||||||
China Steel Chemical |
121,000 | 402 | ||||||
Chunghwa Telecom |
111,000 | 401 | ||||||
Compal Electronics |
2,423,000 | 1,527 | ||||||
CTBC Financial Holding |
1,233,088 | 647 | ||||||
Delta Electronics |
646,100 | 3,147 | ||||||
Eclat Textile |
397,006 | 3,849 | ||||||
Elite Advanced Laser |
303,400 | 1,431 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
eMemory Technology |
217,800 | $ | 2,147 | |||||
Farglory Land Development |
471,043 | 545 | ||||||
Formosa Plastics |
272,000 | 658 | ||||||
Foxconn Technology |
1,223,000 | 2,884 | ||||||
Fubon Financial Holding |
3,091,000 | 3,637 | ||||||
Hermes Microvision |
114,600 | 4,672 | ||||||
Highwealth Construction |
1,731,100 | 2,870 | ||||||
Hiwin Technologies |
193,630 | 900 | ||||||
Hon Hai Precision Industry |
3,400,367 | 8,736 | ||||||
Hota Industrial Manufacturing |
1,128,884 | 5,314 | ||||||
Hu Lane Associate |
381,600 | 1,638 | ||||||
Inventec |
1,980,000 | 1,414 | ||||||
Kenda Rubber Industrial |
224,702 | 357 | ||||||
Kingpak Technology * |
62,600 | 614 | ||||||
Kings Town Bank |
424,000 | 281 | ||||||
Largan Precision |
31,000 | 2,874 | ||||||
Lite-On Technology |
1,301,296 | 1,785 | ||||||
MediaTek |
918,100 | 7,032 | ||||||
Merida Industry |
397,000 | 1,675 | ||||||
Micro-Star International |
606,000 | 1,116 | ||||||
Nan Ya Plastics |
831,000 | 1,581 | ||||||
Pegatron |
966,000 | 2,043 | ||||||
Powertech Technology |
1,130,000 | 2,519 | ||||||
Realtek Semiconductor |
380,173 | 1,187 | ||||||
Sercomm |
458,700 | 1,029 | ||||||
Silicon Motion Technology ADR |
87,928 | 4,203 | ||||||
Simplo Technology |
414,000 | 1,444 | ||||||
Taiwan Semiconductor Manufacturing |
7,265,490 | 36,800 | ||||||
Taiwan Semiconductor Manufacturing ADR |
387,955 | 10,176 | ||||||
Tung Thih Electronic |
120,000 | 1,912 | ||||||
Uni-President Enterprises |
174,000 | 343 | ||||||
Vanguard International Semiconductor |
710,000 | 1,162 | ||||||
WPG Holdings |
1,246,000 | 1,452 | ||||||
Yuanta Financial Holding |
5,018,677 | 1,627 | ||||||
|
|
|||||||
150,102 | ||||||||
|
|
|||||||
Thailand 1.9% |
||||||||
AP Thailand NVDR |
2,502,800 | 526 | ||||||
Bangkok Bank NVDR (A) |
205,800 | 932 | ||||||
Bangkok Bank Foreign (A) |
399,100 | 1,850 | ||||||
Bangkok Dusit Medical Services |
2,282,000 | 1,553 | ||||||
Bangkok Dusit Medical Services, Cl F (A) |
559,200 | 381 | ||||||
Bangkok Expressway & Metro |
10,318,800 | 2,026 | ||||||
Central Pattana |
1,472,600 | 2,511 | ||||||
CP ALL |
1,162,700 | 1,665 | ||||||
CP Seven Eleven PCL (A) |
504,500 | 722 | ||||||
Delta Electronics Thailand |
601,300 | 1,170 | ||||||
Hana Microelectronics |
292,900 | 246 | ||||||
Home Product Center |
5,733,300 | 1,617 | ||||||
Krung Thai Bank NVDR (A) |
1,633,900 | 760 | ||||||
Land & Houses |
2,771,500 | 716 | ||||||
Minor International NVDR |
942,100 | 1,084 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
PTT |
251,350 | $ | 2,251 | |||||
PTT Exploration & Production |
342,039 | 819 | ||||||
PTT Global Chemical |
1,536,600 | 2,607 | ||||||
PTT Global Chemical NVDR |
358,200 | 608 | ||||||
Sino-Thai Engineering & Construction |
2,503,000 | 1,702 | ||||||
Thai Oil (A) |
407,500 | 699 | ||||||
Thai Union Group NVDR |
1,437,500 | 901 | ||||||
Thanachart Capital NVDR (A) |
971,100 | 968 | ||||||
Tisco Financial Group |
276,600 | 390 | ||||||
Tisco Financial Group NVDR |
162,300 | 229 | ||||||
|
|
|||||||
28,933 | ||||||||
|
|
|||||||
Turkey 2.2% |
||||||||
Akbank |
1,627,640 | 4,672 | ||||||
Anadolu Efes Biracilik Ve Malt Sanayii (A) |
204,070 | 1,381 | ||||||
Arcelik |
101,568 | 672 | ||||||
Aselsan Elektronik Sanayi Ve Ticaret (A) |
684,998 | 2,245 | ||||||
Coca-Cola Icecek |
185,203 | 2,267 | ||||||
Emlak Konut Gayrimenkul Yatirim Ortakligi |
3,325,091 | 3,322 | ||||||
Eregli Demir ve Celik Fabrikalari |
1,104,418 | 1,564 | ||||||
Ford Otomotiv Sanayi |
75,458 | 804 | ||||||
KOC Holding |
336,154 | 1,539 | ||||||
TAV Havalimanlari Holding |
189,282 | 814 | ||||||
Tekfen Holding (A) |
398,631 | 1,025 | ||||||
Tofas Turk Otomobil Fabrikasi |
334,797 | 2,756 | ||||||
Tupras Turkiye Petrol Rafinerileri |
20,995 | 467 | ||||||
Turk Hava Yollari *(A) |
491,498 | 981 | ||||||
Turkcell Iletisim Hizmetleri ADR * |
120,935 | 1,107 | ||||||
Turkiye Garanti Bankasi |
1,045,160 | 2,771 | ||||||
Turkiye Is Bankasi, Cl C |
837,643 | 1,331 | ||||||
Turkiye Vakiflar Bankasi Tao, |
168,945 | 266 | ||||||
Ulker Biskuvi Sanayi |
420,134 | 3,074 | ||||||
|
|
|||||||
33,058 | ||||||||
|
|
|||||||
United Arab Emirates 0.7% |
||||||||
Abu Dhabi Commercial Bank |
560,791 | 923 | ||||||
Air Arabia |
1,323,129 | 473 | ||||||
Aldar Properties |
1,223,402 | 896 | ||||||
Dubai Investments |
930,975 | 519 | ||||||
Dubai Islamic Bank |
453,787 | 632 | ||||||
Emaar Properties |
3,085,681 | 5,223 | ||||||
First Gulf Bank PJSC |
255,598 | 877 | ||||||
Union National Bank |
145,237 | 162 | ||||||
|
|
|||||||
9,705 | ||||||||
|
|
|||||||
United Kingdom 0.3% |
||||||||
SABMiller |
68,280 | 3,966 | ||||||
|
|
|||||||
United States 0.2% |
||||||||
Freeport-McMoRan |
184,990 | 2,061 |
6 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
PriceSmart |
13,465 | $ | 1,260 | |||||
|
|
|||||||
3,321 | ||||||||
|
|
|||||||
Total Common Stock |
1,360,992 | |||||||
|
|
|||||||
Number of Participation Notes |
||||||||
PARTICIPATION NOTES 2.6% |
||||||||
China 0.8% |
||||||||
China Vanke, Expires 06/29/20 * |
351,357 | 1,291 | ||||||
China Vanke, Expires 08/29/16 * |
222,400 | 815 | ||||||
Huangshan Tourism Development, Expires 11/06/20 * |
260,819 | 627 | ||||||
Inner Mongolia, Expires 12/12/16 * |
1,135,626 | 2,841 | ||||||
Poly Real Estate Group, Expires 02/21/21 * |
2,238,800 | 2,991 | ||||||
Wuliangye Yibin, Expires 06/29/20 * |
664,000 | 3,250 | ||||||
|
|
|||||||
11,815 | ||||||||
|
|
|||||||
India 1.4% |
||||||||
Axis Bank, Expires 06/13/18 * |
690,587 | 5,455 | ||||||
Britannia Industries, Expires 05/03/21 * |
49,480 | 2,026 | ||||||
IRB Infrastructure Developers, Expires 06/25/20 * |
1,018,020 | 3,217 | ||||||
Tata Motors, Expires 06/25/20 * |
878,770 | 5,976 | ||||||
UPL, Expires 03/18/19 * |
176,493 | 1,438 | ||||||
Zee Entertainment Enterprises, Expires 09/03/19 * |
377,347 | 2,551 | ||||||
|
|
|||||||
20,663 | ||||||||
|
|
|||||||
Saudi Arabia 0.1% |
||||||||
Al Tayyar, Expires 03/05/18 * |
43,600 | 415 | ||||||
Al Tayyar Travel Group, Expires 03/05/18 * |
12,884 | 122 | ||||||
Al Tayyar Travel Group, Expires 03/05/18 * |
94,180 | 904 | ||||||
Mouwasat Medical Services, Expires 09/20/17 * |
22,699 | 776 | ||||||
|
|
|||||||
2,217 | ||||||||
|
|
|||||||
Switzerland 0.2% |
||||||||
CITIC Securities, Expires 10/22/19 * |
1,049,727 | 2,563 | ||||||
|
|
|||||||
Vietnam 0.1% |
||||||||
Hoa Phat Group, Expires 07/24/18 * |
547,260 | 963 | ||||||
|
|
|||||||
Total Participation Notes |
38,221 | |||||||
|
|
|||||||
Shares | ||||||||
PREFERRED STOCK 1.9% |
||||||||
Brazil 1.7% |
||||||||
Banco Bradesco |
276,120 | 2,169 | ||||||
Braskem |
104,700 | 621 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
PREFERRED STOCK (continued) |
|
|||||||
Cia Brasileira de Distribuicao |
58,600 | $ | 852 | |||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR (A) |
177,715 | 2,586 | ||||||
Cia Energetica de Minas Gerais |
319,900 | 722 | ||||||
Cia Energetica de Sao Paulo, Cl B |
258,400 | 952 | ||||||
Cia Paranaense de Energia |
93,800 | 851 | ||||||
Itau Unibanco Holding |
679,406 | 6,417 | ||||||
Itau Unibanco Holding ADR (A) |
554,804 | 5,237 | ||||||
Itausa - Investimentos Itau |
430,384 | 1,008 | ||||||
Petroleo Brasileiro ADR, Cl A * |
344,317 | 2,000 | ||||||
Suzano Papel e Celulose, Cl A |
191,700 | 679 | ||||||
Telefonica Brasil |
31,200 | 427 | ||||||
Vale ADR, Cl B |
59,211 | 237 | ||||||
|
|
|||||||
24,758 | ||||||||
|
|
|||||||
Colombia 0.0% |
||||||||
Bancolombia |
62,401 | 545 | ||||||
|
|
|||||||
South Korea 0.2% |
||||||||
Samsung Electronics (A) |
2,172 | 2,242 | ||||||
|
|
|||||||
Total Preferred Stock |
27,545 | |||||||
|
|
|||||||
EXCHANGE TRADED FUND 0.5% |
|
|||||||
United States 0.5% |
||||||||
iShares MSCI Emerging Markets ETF |
234,832 | 8,069 | ||||||
|
|
|||||||
Total Exchange Traded Fund (Cost $8,033) ($ Thousands) |
8,069 | |||||||
|
|
|||||||
Face Amount (Thousands) |
||||||||
DEBENTURE BOND 0.0% |
||||||||
Brazil 0.0% |
||||||||
Vale, Ser 1997 |
||||||||
0.000%, 09/30/2049 (D) |
BRL | 8 | | |||||
|
|
|||||||
Total Debenture Bond |
| |||||||
|
|
|||||||
Shares | ||||||||
AFFILIATED PARTNERSHIP 15.1% |
|
|||||||
SEI Liquidity Fund, L.P. |
224,649,905 | 224,650 | ||||||
|
|
|||||||
Total Affiliated Partnership |
224,650 | |||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Equity Fund (Concluded)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
CASH EQUIVALENT 0.5% |
||||||||
SEI Daily Income Trust, Government Fund, Cl A 0.170% ** |
6,684,976 | $ | 6,685 | |||||
|
|
|||||||
Total Cash Equivalent |
6,685 | |||||||
|
|
|||||||
Total Investments 112.2% |
$ | 1,666,162 | ||||||
|
|
Percentages are based on a Net Assets of $1,485,392 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of June 30, 2016. |
| Investment in Affiliated Security. |
| Real Estate Investment Trust. |
(A) | This security or a partial position of this security is on loan at June 30, 2016. The total market value of securities on loan at June 30, 2016 was $218,746 ($ Thousands). |
(B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2016, the value of these securities amounted to $24,201 ($ Thousands), 1.6% representing of the net assets of the Fund. |
(C) | Securities considered illiquid. The total value of such securities as of June 30, 2016 was $0 ($ Thousands) and represented 0.0% of Net Assets. |
(D) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2016. |
(E) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2016 was $224,650 ($ Thousands). |
@ At June 30, 2016, the tax basis cost of the Funds investments was $1,747,181 ($ Thousands), and the unrealized appreciation and depreciation were $111,364 ($ Thousands) and $(192,383) ($ Thousands), respectively.
ADR American Depositary Receipt
BRL Brazilian Real
Cl Class
ETF Exchange Traded Fund
GDR Global Depositary Receipt
L.P. Limited Partnership
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depositary Receipt
Ser Series
USD U.S. Dollar
The following is a summary of the transactions with affiliates for the period ended June 30, 2016 ($ Thousands):
|
||||||||||||||||||||||||||||
Security Description | Value at 9/30/2015 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value 6/30/2016 |
Dividend Income |
|||||||||||||||||||||
|
||||||||||||||||||||||||||||
SEI Liquidity Fund, L.P. |
$135,645 | $632,985 | $(543,980) | $ | $ | $224,650 | $897 | |||||||||||||||||||||
SEI Daily Income Trust, Government Fund, Cl A |
12,203 | 196,228 | (201,746) | | | 6,685 | 661 | |||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||
Totals |
$147,848 | $829,213 | $(745,726) | $ | $ | $231,335 | $1,558 | |||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The following is a list of the level of inputs used as of June 30, 2016, in valuing the Funds investments carried at value ($ Thousands):
|
||||||||||||||||
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
||||||||||||||||
Common Stock |
$ | 1,360,992 | $ | | $ | | $ | 1,360,992 | ||||||||
Participation Notes |
| 38,221 | | 38,221 | ||||||||||||
Preferred Stock |
27,545 | | | 27,545 | ||||||||||||
Exchange Traded Fund |
8,069 | | | 8,069 | ||||||||||||
Affiliated Partnership |
| 224,650 | | 224,650 | ||||||||||||
Cash Equivalent |
6,685 | | | 6,685 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 1,403,291 | $ | 262,871 | $ | | $ | 1,666,162 | ||||||||
|
|
|
|
|
|
|
|
For the period ended June 30, 2016, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2016, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
8 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS 92.5% |
| |||||||||
Argentina 0.1% |
| |||||||||
Argentine Republic Government International Bond |
||||||||||
6.250%, 04/22/2019 (A) |
$ | 238 | $ | 248 | ||||||
Provincia de Buenos Aires |
||||||||||
5.750%, 06/15/2019 (A) |
179 | 181 | ||||||||
Provincia de Cordoba |
||||||||||
7.125%, 06/10/2021 (A) |
280 | 281 | ||||||||
|
|
|||||||||
710 | ||||||||||
|
|
|||||||||
Australia 2.3% |
||||||||||
Aurizon Network MTN |
||||||||||
2.000%, 09/18/2024 |
EUR | 300 | 327 | |||||||
Australia & New Zealand Banking Group MTN |
||||||||||
3.625%, 07/18/2022 |
300 | 403 | ||||||||
Commonwealth Bank of Australia MTN |
||||||||||
1.375%, 01/22/2019 |
560 | 647 | ||||||||
Government of Australia |
||||||||||
4.500%, 04/15/2020 |
AUD | 270 | 223 | |||||||
4.500%, 04/21/2033 |
285 | 274 | ||||||||
3.750%, 04/21/2037 |
845 | 747 | ||||||||
3.250%, 04/21/2025 |
3,440 | 2,829 | ||||||||
2.750%, 04/21/2024 |
1,785 | 1,411 | ||||||||
Government of Australia, Ser 122 |
||||||||||
5.250%, 03/15/2019 |
2,000 | 1,634 | ||||||||
Government of Australia, Ser 124 |
||||||||||
5.750%, 05/15/2021 |
1,800 | 1,596 | ||||||||
National Australia Bank MTN |
||||||||||
2.625%, 01/13/2017 |
EUR | 370 | 417 | |||||||
Queensland Treasury, Ser 17 |
||||||||||
6.000%, 09/14/2017 |
AUD | 780 | 610 | |||||||
Westpac Banking MTN |
||||||||||
1.500%, 03/24/2021 |
EUR | 220 | 262 | |||||||
1.375%, 04/17/2020 |
230 | 270 | ||||||||
|
|
|||||||||
11,650 | ||||||||||
|
|
|||||||||
Austria 0.3% |
||||||||||
Republic of Austria |
||||||||||
4.150%, 03/15/2037 (A) |
115 | 215 | ||||||||
3.650%, 04/20/2022 (A) |
290 | 397 | ||||||||
3.150%, 06/20/2044 (A) |
150 | 266 | ||||||||
1.950%, 06/18/2019 (A) |
280 | 334 | ||||||||
1.650%, 10/21/2024 (A) |
225 | 286 | ||||||||
|
|
|||||||||
1,498 | ||||||||||
|
|
|||||||||
Belgium 1.3% |
||||||||||
Anheuser-Busch InBev MTN |
||||||||||
2.000%, 03/17/2028 |
400 | 479 | ||||||||
2.000%, 03/17/2028 |
600 | 721 | ||||||||
0.875%, 03/17/2022 |
560 | 638 | ||||||||
Barry Callebaut Services |
||||||||||
2.375%, 05/24/2024 |
100 | 112 | ||||||||
Kingdom of Belgium |
||||||||||
3.750%, 06/22/2045 |
393 | 751 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
3.000%, 06/22/2034 (A) |
EUR | 350 | $ | 546 | ||||||
1.000%, 06/22/2031 (A) |
710 | 840 | ||||||||
0.800%, 06/22/2025 (A) |
715 | 844 | ||||||||
Kingdom of Belgium, Ser 44 |
||||||||||
5.000%, 03/28/2035 (A) |
150 | 295 | ||||||||
Kingdom of Belgium, Ser 58 |
||||||||||
3.750%, 09/28/2020 (A) |
496 | 652 | ||||||||
Kingdom of Belgium, Ser 69 |
||||||||||
1.250%, 06/22/2018 |
545 | 627 | ||||||||
|
|
|||||||||
6,505 | ||||||||||
|
|
|||||||||
Brazil 1.1% |
||||||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||||
10.000%, 01/01/2025 |
BRL | 9,450 | 2,639 | |||||||
10.000%, 01/01/2027 |
9,001 | 2,472 | ||||||||
Embraer Overseas |
||||||||||
5.696%, 09/16/2023 |
$ | 40 | 41 | |||||||
Petrobras Global Finance |
||||||||||
8.750%, 05/23/2026 |
370 | 372 | ||||||||
Vale Overseas |
||||||||||
5.875%, 06/10/2021 |
169 | 169 | ||||||||
|
|
|||||||||
5,693 | ||||||||||
|
|
|||||||||
Canada 6.5% |
||||||||||
Bank of Nova Scotia MTN |
||||||||||
0.750%, 09/17/2021 |
EUR | 570 | 658 | |||||||
Bell Canada MTN |
||||||||||
5.000%, 02/15/2017 (A) |
CAD | 270 | 213 | |||||||
4.700%, 09/11/2023 |
80 | 70 | ||||||||
3.350%, 06/18/2019 |
29 | 23 | ||||||||
3.250%, 06/17/2020 |
95 | 77 | ||||||||
Canada Housing Trust No. 1 |
||||||||||
3.800%, 06/15/2021 (A) |
6,785 | 5,922 | ||||||||
CDP Financial |
||||||||||
4.400%, 11/25/2019 (A) |
$ | 850 | 935 | |||||||
Cenovus Energy |
||||||||||
5.700%, 10/15/2019 |
89 | 94 | ||||||||
3.000%, 08/15/2022 |
22 | 20 | ||||||||
Government of Canada |
||||||||||
5.750%, 06/01/2033 |
CAD | 1,140 | 1,417 | |||||||
5.000%, 06/01/2037 |
1,300 | 1,578 | ||||||||
4.250%, 12/01/2021 |
4,479 | 4,345 | ||||||||
4.000%, 06/01/2041 |
1,035 | 1,161 | ||||||||
3.500%, 12/01/2045 |
165 | 179 | ||||||||
2.250%, 06/01/2025 |
2,207 | 1,888 | ||||||||
1.750%, 09/01/2019 |
1,000 | 799 | ||||||||
0.750%, 03/01/2021 |
1,395 | 1,083 | ||||||||
Husky Energy |
||||||||||
7.250%, 12/15/2019 |
$ | 53 | 60 | |||||||
Muskrat Falls |
||||||||||
3.630%, 06/01/2029 (A) |
CAD | 340 | 305 | |||||||
NOVA Chemicals |
||||||||||
5.250%, 08/01/2023 (A) |
$ | 150 | 151 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
| |||||||
Province of British Columbia |
||||||||
3.250%, 12/18/2021 |
CAD | 1,150 | $ | 979 | ||||
2.250%, 03/01/2019 |
575 | 459 | ||||||
Province of Manitoba Canada |
||||||||
3.850%, 12/01/2021 |
710 | 617 | ||||||
Province of Ontario Canada |
||||||||
3.500%, 06/02/2024 |
1,200 | 1,048 | ||||||
3.450%, 06/02/2045 |
245 | 215 | ||||||
3.150%, 06/02/2022 |
2,000 | 1,694 | ||||||
2.600%, 06/02/2025 |
1,614 | 1,321 | ||||||
2.400%, 06/02/2026 |
585 | 468 | ||||||
2.100%, 09/08/2018 |
1,295 | 1,023 | ||||||
Province of Quebec Canada |
||||||||
4.500%, 12/01/2018 |
1,190 | 995 | ||||||
3.500%, 12/01/2045 |
145 | 127 | ||||||
3.000%, 09/01/2023 |
500 | 422 | ||||||
2.750%, 09/01/2025 |
2,175 | 1,796 | ||||||
2.500%, 04/20/2026 |
$ | 70 | 72 | |||||
Rogers Communications |
||||||||
4.000%, 06/06/2022 |
CAD | 165 | 139 | |||||
Royal Bank of Canada |
||||||||
1.625%, 08/04/2020 |
EUR | 290 | 345 | |||||
Yamana Gold |
||||||||
4.950%, 07/15/2024 |
$ | 316 | 311 | |||||
|
|
|||||||
33,009 | ||||||||
|
|
|||||||
China 0.1% |
||||||||
Sinopec Group Overseas Development |
||||||||
2.625%, 10/17/2020 |
EUR | 240 | 284 | |||||
Tencent Holdings MTN |
||||||||
3.375%, 05/02/2019 (A) |
390 | 405 | ||||||
|
|
|||||||
689 | ||||||||
|
|
|||||||
Colombia 0.0% |
||||||||
Ecopetrol |
||||||||
7.375%, 09/18/2043 |
$ | 121 | 120 | |||||
5.875%, 05/28/2045 |
109 | 95 | ||||||
|
|
|||||||
215 | ||||||||
|
|
|||||||
Czech Republic 0.1% |
||||||||
Government of Czech Republic |
||||||||
4.700%, 09/12/2022 |
CZK | 4,150 | 219 | |||||
3.875%, 05/24/2022 |
EUR | 50 | 68 | |||||
Government of Czech Republic, Ser 51 |
||||||||
4.000%, 04/11/2017 |
CZK | 8,050 | 340 | |||||
|
|
|||||||
627 | ||||||||
|
|
|||||||
Denmark 1.2% |
||||||||
Danske Bank |
||||||||
5.375%, 09/29/2021 (B) |
GBP | 170 | 233 | |||||
3.875%, 10/04/2023 (B) |
EUR | 150 | 176 | |||||
3.500%, 04/16/2018 |
155 | 184 | ||||||
Kingdom of Denmark |
||||||||
4.500%, 11/15/2039 |
DKK | 1,300 | 368 |
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
| |||||||
4.000%, 11/15/2017 |
DKK | 1,600 | $ | 254 | ||||
3.000%, 11/15/2021 |
21,800 | 3,840 | ||||||
1.500%, 11/15/2023 |
670 | 112 | ||||||
0.100%, 11/15/2023 |
5,830 | 925 | ||||||
|
|
|||||||
6,092 | ||||||||
|
|
|||||||
Finland 0.4% |
||||||||
Government of Finland |
||||||||
2.625%, 07/04/2042 (A) |
EUR | 55 | 92 | |||||
1.500%, 04/15/2023 (A) |
340 | 422 | ||||||
0.875%, 09/15/2025 (A) |
1,150 | 1,369 | ||||||
|
|
|||||||
1,883 | ||||||||
|
|
|||||||
France 5.8% |
||||||||
ALD International MTN |
||||||||
2.000%, 05/26/2017 |
500 | 565 | ||||||
Arkema MTN |
||||||||
3.850%, 04/30/2020 |
200 | 253 | ||||||
1.500%, 01/20/2025 |
300 | 347 | ||||||
AXA MTN |
||||||||
5.625%, 01/16/2054 (B) |
GBP | 302 | 391 | |||||
BNP Paribas |
||||||||
5.019%, 12/31/2049 (B) |
EUR | 250 | 284 | |||||
BNP Paribas Home Loan MTN |
||||||||
3.125%, 03/22/2022 |
200 | 263 | ||||||
BPCE |
||||||||
6.117%, 10/29/2049 (B) |
150 | 175 | ||||||
5.250%, 04/16/2029 |
GBP | 100 | 135 | |||||
1.750%, 11/29/2019 |
EUR | 600 | 712 | |||||
Bureau Veritas |
||||||||
3.125%, 01/21/2021 |
100 | 120 | ||||||
Caisse Centrale du Credit Immobilier de France MTN |
||||||||
1.125%, 04/22/2019 |
100 | 116 | ||||||
Caisse de Refinancement de lHabitat |
||||||||
3.750%, 12/12/2016 |
400 | 452 | ||||||
3.500%, 04/25/2017 |
350 | 401 | ||||||
Caisse Francaise de Financement Local MTN |
||||||||
4.875%, 07/03/2017 |
220 | 257 | ||||||
3.625%, 02/26/2018 |
63 | 74 | ||||||
Christian Dior |
||||||||
1.375%, 06/19/2019 |
300 | 342 | ||||||
Credit Agricole |
||||||||
6.637%, 05/29/2049 (B) |
$ | 515 | 507 | |||||
Credit Agricole Home Loan MTN |
||||||||
3.250%, 03/23/2017 |
EUR | 100 | 114 | |||||
2.875%, 09/09/2016 |
300 | 335 | ||||||
Dexia Credit Local MTN |
||||||||
2.000%, 01/22/2021 |
200 | 242 | ||||||
1.625%, 10/29/2018 |
565 | 654 | ||||||
1.375%, 09/18/2019 |
500 | 583 | ||||||
0.625%, 01/21/2022 |
1,550 | 1,771 |
2 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Electricite de France |
||||||||||
6.500%, 01/26/2019 (A) |
$ | 250 | $ | 281 | ||||||
Elis |
||||||||||
3.000%, 04/30/2022 |
250 | 275 | ||||||||
Europcar Groupe |
||||||||||
5.750%, 06/15/2022 |
EUR | 145 | 167 | |||||||
France Government Bond OAT |
||||||||||
0.500%, 05/25/2025 |
3,855 | 4,444 | ||||||||
0.500%, 05/25/2026 |
150 | 172 | ||||||||
0.250%, 11/25/2020 |
450 | 514 | ||||||||
0.000%, 05/25/2020 |
1,590 | 1,797 | ||||||||
French Treasury Note |
||||||||||
1.000%, 07/25/2017 |
850 | 960 | ||||||||
Government of France |
||||||||||
4.750%, 04/25/2035 |
85 | 163 | ||||||||
4.500%, 04/25/2041 |
220 | 447 | ||||||||
4.000%, 10/25/2038 |
285 | 527 | ||||||||
3.250%, 05/25/2045 |
1,155 | 2,035 | ||||||||
2.500%, 05/25/2030 |
1,975 | 2,808 | ||||||||
0.500%, 11/25/2019 |
2,040 | 2,341 | ||||||||
Klepierre MTN |
||||||||||
1.000%, 04/17/2023 |
100 | 114 | ||||||||
Loxam SAS |
||||||||||
7.000%, 07/23/2022 |
150 | 177 | ||||||||
Publicis Groupe |
||||||||||
1.125%, 12/16/2021 |
600 | 687 | ||||||||
Rexel |
||||||||||
3.250%, 06/15/2022 |
240 | 268 | ||||||||
SES |
||||||||||
3.600%, 04/04/2023 (A) |
$ | 425 | 428 | |||||||
Societe Generale |
||||||||||
6.999%, 12/29/2049 (B) |
EUR | 150 | 179 | |||||||
5.922%, 04/05/2017 (A)(B) |
$ | 180 | 181 | |||||||
Synlab Bondco |
||||||||||
6.250%, 07/01/2022 (A) |
EUR | 160 | 188 | |||||||
TOTAL MTN |
||||||||||
2.625%, 12/29/2049 (B) |
200 | 206 | ||||||||
Unibail-Rodamco MTN |
||||||||||
2.375%, 02/25/2021 |
500 | 615 | ||||||||
Valeo MTN |
||||||||||
1.625%, 03/18/2026 |
100 | 118 | ||||||||
Wendel |
||||||||||
2.500%, 02/09/2027 |
300 | 332 | ||||||||
|
|
|||||||||
29,517 | ||||||||||
|
|
|||||||||
Germany 7.6% |
||||||||||
Allianz |
||||||||||
0.271%, 07/07/2045 (B) |
800 | 833 | ||||||||
Bundesobligation |
||||||||||
0.000%, 04/09/2021 |
4,715 | 5,381 | ||||||||
Bundesrepublik Deutschland |
||||||||||
6.250%, 01/04/2030 |
770 | 1,592 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
4.000%, 01/04/2037 |
EUR | 200 | $ | 392 | ||||||
2.500%, 07/04/2044 |
2,905 | 5,085 | ||||||||
2.500%, 08/15/2046 |
200 | 357 | ||||||||
2.250%, 09/04/2020 |
250 | 312 | ||||||||
2.250%, 09/04/2021 |
7,950 | 10,140 | ||||||||
2.000%, 01/04/2022 |
100 | 127 | ||||||||
0.500%, 02/15/2026 |
300 | 354 | ||||||||
Bundesrepublik Deutschland, Ser 00 |
||||||||||
5.500%, 01/04/2031 |
470 | 938 | ||||||||
Bundesrepublik Deutschland, Ser 03 |
||||||||||
4.750%, 07/04/2034 |
480 | 974 | ||||||||
Bundesschatzanweisungen |
||||||||||
0.000%, 09/15/2017 |
1,500 | 1,679 | ||||||||
Continental MTN |
||||||||||
3.125%, 09/09/2020 |
600 | 749 | ||||||||
Deutsche Bank MTN |
||||||||||
5.000%, 06/24/2020 |
450 | 526 | ||||||||
Deutsche Bundesrepublik Inflation Linked Bond |
||||||||||
0.100%, 04/15/2023 |
3,932 | 4,702 | ||||||||
E.ON International Finance MTN |
||||||||||
6.000%, 10/30/2019 |
GBP | 300 | 455 | |||||||
FMS Wertmanagement |
||||||||||
1.125%, 12/07/2016 |
600 | 804 | ||||||||
Grand City Properties |
||||||||||
1.500%, 04/17/2025 |
EUR | 1,400 | 1,527 | |||||||
HeidelbergCement MTN |
||||||||||
2.250%, 06/03/2024 |
350 | 390 | ||||||||
KFW |
||||||||||
3.375%, 08/30/2017 |
CHF | 370 | 398 | |||||||
ProSiebenSat.1 Media |
||||||||||
2.625%, 04/15/2021 |
EUR | 300 | 354 | |||||||
RWE Finance MTN |
||||||||||
6.500%, 08/10/2021 |
120 | 170 | ||||||||
Vier Gas Transport GmbH MTN |
||||||||||
2.875%, 06/12/2025 |
200 | 264 | ||||||||
Volkswagen Financial Services MTN |
||||||||||
1.750%, 08/21/2017 |
GBP | 230 | 308 | |||||||
|
|
|||||||||
38,811 | ||||||||||
|
|
|||||||||
Ghana 0.1% |
||||||||||
Republic of Ghana |
||||||||||
8.500%, 10/04/2017 |
$ | 106 | 107 | |||||||
7.875%, 08/07/2023 |
200 | 174 | ||||||||
|
|
|||||||||
281 | ||||||||||
|
|
|||||||||
Greece 0.0% |
||||||||||
Hellenic Republic Government Bond |
||||||||||
4.750%, 04/17/2019 (A) |
EUR | 65 | 65 | |||||||
|
|
|||||||||
Guernsey 0.1% |
||||||||||
Credit Suisse Group Funding Guernsey MTN |
||||||||||
1.250%, 04/14/2022 |
245 | 266 | ||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Hong Kong 0.1% |
| |||||||||
Hutchison Whampoa Finance 14 |
||||||||||
1.375%, 10/31/2021 |
EUR | 550 | $ | 627 | ||||||
|
|
|||||||||
Indonesia 0.2% |
||||||||||
Indonesia Government International Bond MTN |
||||||||||
2.875%, 07/08/2021 |
730 | 843 | ||||||||
|
|
|||||||||
Ireland 2.6% |
||||||||||
AIB Mortgage Bank MTN |
||||||||||
2.625%, 07/29/2016 |
400 | 445 | ||||||||
0.625%, 07/27/2020 |
305 | 346 | ||||||||
Ardagh Packaging Finance |
||||||||||
4.125%, 05/15/2023 (A) |
245 | 276 | ||||||||
Bank of Ireland MTN |
||||||||||
4.250%, 06/11/2024 (B) |
1,020 | 1,100 | ||||||||
Bank of Ireland Mortgage Bank |
||||||||||
1.750%, 03/19/2019 |
450 | 524 | ||||||||
0.500%, 01/20/2020 |
305 | 344 | ||||||||
Ireland Government Bond |
||||||||||
4.500%, 10/18/2018 |
345 | 426 | ||||||||
4.500%, 04/18/2020 |
5,300 | 6,943 | ||||||||
2.000%, 02/18/2045 |
1,750 | 2,286 | ||||||||
1.000%, 05/15/2026 |
75 | 87 | ||||||||
0.800%, 03/15/2022 |
300 | 348 | ||||||||
|
|
|||||||||
13,125 | ||||||||||
|
|
|||||||||
Israel 0.0% |
||||||||||
Israel Government Bond |
||||||||||
4.250%, 03/31/2023 |
ILS | 750 | 236 | |||||||
|
|
|||||||||
Italy 8.3% |
||||||||||
Assicurazioni Generali MTN |
||||||||||
7.750%, 12/12/2042 (B) |
EUR | 300 | 385 | |||||||
Banca Monte dei Paschi di Siena MTN |
||||||||||
4.875%, 09/15/2016 |
700 | 784 | ||||||||
Banco Popolare SC MTN |
||||||||||
3.500%, 03/14/2019 |
350 | 399 | ||||||||
Buoni Poliennali Del Tesoro |
||||||||||
4.000%, 02/01/2037 |
555 | 818 | ||||||||
Edison MTN |
||||||||||
3.875%, 11/10/2017 |
600 | 701 | ||||||||
Eni MTN |
||||||||||
3.625%, 01/29/2029 |
600 | 832 | ||||||||
FCA Capital Ireland MTN |
||||||||||
2.875%, 01/26/2018 |
210 | 242 | ||||||||
2.625%, 04/17/2019 |
350 | 407 | ||||||||
Generali Finance MTN |
||||||||||
4.596%, 11/30/2049 (B) |
550 | 568 | ||||||||
Intesa Sanpaolo MTN |
||||||||||
5.017%, 06/26/2024 (A) |
$ | 200 | 183 | |||||||
1.125%, 03/04/2022 |
EUR | 200 | 222 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Italy Buoni Poliennali Del Tesoro |
||||||||||
5.500%, 11/01/2022 |
EUR | 3,255 | $ | 4,697 | ||||||
5.000%, 08/01/2034 |
335 | 545 | ||||||||
5.000%, 09/01/2040 |
1,000 | 1,685 | ||||||||
4.750%, 09/01/2021 |
3,250 | 4,414 | ||||||||
4.750%, 09/01/2044 (A) |
300 | 502 | ||||||||
4.500%, 03/01/2024 |
1,750 | 2,450 | ||||||||
4.000%, 09/01/2020 |
2,355 | 3,031 | ||||||||
3.750%, 05/01/2021 |
561 | 725 | ||||||||
3.750%, 09/01/2024 |
1,265 | 1,699 | ||||||||
3.500%, 03/01/2030 (A) |
1,290 | 1,760 | ||||||||
3.250%, 09/01/2046 (A) |
775 | 1,034 | ||||||||
2.600%, 09/15/2023 |
983 | 1,277 | ||||||||
2.500%, 12/01/2024 |
350 | 433 | ||||||||
2.000%, 12/01/2025 |
1,975 | 2,338 | ||||||||
1.500%, 08/01/2019 |
1,145 | 1,329 | ||||||||
1.350%, 04/15/2022 |
4,347 | 5,052 | ||||||||
1.150%, 05/15/2017 |
1,245 | 1,399 | ||||||||
0.750%, 01/15/2018 |
720 | 810 | ||||||||
0.450%, 06/01/2021 |
525 | 586 | ||||||||
LKQ Italia Bondco |
||||||||||
3.875%, 04/01/2024 |
109 | 124 | ||||||||
Snam MTN |
||||||||||
1.375%, 11/19/2023 |
125 | 147 | ||||||||
UniCredit MTN |
||||||||||
5.750%, 10/28/2025 (B) |
350 | 403 | ||||||||
Wind Acquisition Finance |
||||||||||
4.750%, 07/15/2020 (A) |
$ | 200 | 196 | |||||||
|
|
|||||||||
42,177 | ||||||||||
|
|
|||||||||
Japan 20.7% |
||||||||||
Government of Japan 10 Year Bond |
||||||||||
0.900%, 06/20/2022 |
JPY | 94,950 | 994 | |||||||
0.800%, 09/20/2023 |
627,050 | 6,614 | ||||||||
0.400%, 06/20/2025 |
300,000 | 3,105 | ||||||||
0.300%, 12/20/2024 |
281,100 | 2,880 | ||||||||
Government of Japan 10 Year Bond, Ser 301 |
||||||||||
1.500%, 06/20/2019 |
85,300 | 876 | ||||||||
Government of Japan 10 Year Bond, Ser 308 |
||||||||||
1.300%, 06/20/2020 |
295,600 | 3,067 | ||||||||
Government of Japan 10 Year Bond, Ser 313 |
||||||||||
1.300%, 03/20/2021 |
750,000 | 7,871 | ||||||||
Government of Japan 10 Year Bond, Ser 314 |
||||||||||
1.100%, 03/20/2021 |
157,700 | 1,640 | ||||||||
Government of Japan 20 Year Bond |
||||||||||
1.700%, 06/20/2033 |
456,500 | 5,758 | ||||||||
1.400%, 09/20/2034 |
558,000 | 6,801 | ||||||||
1.000%, 12/20/2035 |
50,000 | 576 | ||||||||
Government of Japan 20 Year Bond, Ser 106 |
||||||||||
2.200%, 09/20/2028 |
46,600 | 587 | ||||||||
Government of Japan 20 Year Bond, Ser 112 |
||||||||||
2.100%, 06/20/2029 |
249,200 | 3,143 |
4 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Government of Japan 20 Year Bond, Ser 128 |
||||||||||
1.900%, 06/20/2031 |
JPY | 55,000 | $ | 697 | ||||||
Government of Japan 20 Year Bond, Ser 140 |
||||||||||
1.700%, 09/20/2032 |
34,850 | 437 | ||||||||
Government of Japan 20 Year Bond, Ser 143 |
||||||||||
1.600%, 03/20/2033 |
298,400 | 3,707 | ||||||||
Government of Japan 20 Year Bond, Ser 144 |
||||||||||
1.500%, 03/20/2033 |
146,650 | 1,798 | ||||||||
Government of Japan 20 Year Bond, Ser 55 |
||||||||||
2.000%, 03/21/2022 |
107,000 | 1,184 | ||||||||
Government of Japan 20 Year Bond, Ser 99 |
||||||||||
2.100%, 12/20/2027 |
352,000 | 4,343 | ||||||||
Government of Japan 30 Year Bond |
||||||||||
1.500%, 03/20/2045 |
17,500 | 235 | ||||||||
1.400%, 12/20/2045 |
31,000 | 411 | ||||||||
0.300%, 06/20/2046 |
13,000 | 133 | ||||||||
Government of Japan 30 Year Bond, Ser 30 |
||||||||||
2.300%, 03/20/2039 |
312,800 | 4,541 | ||||||||
Government of Japan 30 Year Bond, Ser 33 |
||||||||||
2.000%, 09/20/2040 |
627,000 | 8,842 | ||||||||
Government of Japan 30 Year Bond, Ser 34 |
||||||||||
2.200%, 03/20/2041 |
55,700 | 815 | ||||||||
Government of Japan 30 Year Bond, Ser 36 |
||||||||||
2.000%, 03/20/2042 |
94,450 | 1,355 | ||||||||
Government of Japan 30 Year Bond, Ser 38 |
||||||||||
1.800%, 03/20/2043 |
346,250 | 4,846 | ||||||||
Government of Japan 30 Year Bond, Ser 44 |
||||||||||
1.700%, 09/20/2044 |
207,000 | 2,888 | ||||||||
Government of Japan 40 Year Bond, Ser 6 |
||||||||||
1.900%, 03/20/2053 |
44,000 | 693 | ||||||||
Government of Japan 5 Year Bond |
||||||||||
0.300%, 09/20/2018 |
713,600 | 7,048 | ||||||||
0.200%, 06/20/2019 |
275,000 | 2,721 | ||||||||
0.100%, 03/20/2020 |
470,550 | 4,657 | ||||||||
Government of Japan 5 Year Bond, Ser 106 |
||||||||||
0.200%, 09/20/2017 |
850,000 | 8,336 | ||||||||
Japan Treasury Discount Bill |
||||||||||
0.000%, 08/01/2016 |
100,000 | 975 | ||||||||
SMFG Preferred Capital |
||||||||||
10.231%, 01/25/2029 (B) |
GBP | 475 | 959 | |||||||
|
|
|||||||||
105,533 | ||||||||||
|
|
|||||||||
Luxembourg 0.3% |
||||||||||
Altice Financing MTN |
||||||||||
5.250%, 02/15/2023 |
EUR | 235 | 263 | |||||||
Eurofins Scientific |
||||||||||
3.375%, 01/30/2023 |
300 | 337 | ||||||||
2.250%, 01/27/2022 |
200 | 220 | ||||||||
Holcim Finance Luxembourg MTN |
||||||||||
1.375%, 05/26/2023 |
600 | 685 | ||||||||
|
|
|||||||||
1,505 | ||||||||||
|
|
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Malaysia 0.2% |
||||||||||
Malaysia Government Bond |
||||||||||
5.734%, 07/30/2019 |
MYR | 1,500 | $ | 398 | ||||||
3.955%, 09/15/2025 |
1,475 | 370 | ||||||||
3.418%, 08/15/2022 |
445 | 109 | ||||||||
|
|
|||||||||
877 | ||||||||||
|
|
|||||||||
Mexico 1.6% |
||||||||||
Mexican Bonos |
||||||||||
8.000%, 06/11/2020 |
MXN | 58,346 | 3,464 | |||||||
7.750%, 11/13/2042 |
11,690 | 737 | ||||||||
5.750%, 03/05/2026 |
24,060 | 1,294 | ||||||||
Mexican Bonos, Ser M |
||||||||||
6.500%, 06/10/2021 |
5,356 | 303 | ||||||||
Mexican Bonos, Ser M20 |
||||||||||
10.000%, 12/05/2024 |
19,807 | 1,377 | ||||||||
Mexican Bonos, Ser M30 |
||||||||||
10.000%, 11/20/2036 |
1,235 | 94 | ||||||||
Petroleos Mexicanos MTN |
||||||||||
1.875%, 04/21/2022 |
EUR | 380 | 388 | |||||||
United Mexican States MTN |
||||||||||
1.625%, 03/06/2024 |
416 | 465 | ||||||||
|
|
|||||||||
8,122 | ||||||||||
|
|
|||||||||
Netherlands 3.2% |
||||||||||
ABN AMRO Bank MTN |
||||||||||
6.375%, 04/27/2021 |
245 | 325 | ||||||||
2.875%, 06/30/2025 (B) |
550 | 624 | ||||||||
2.875%, 01/18/2028 (B) |
200 | 226 | ||||||||
Achmea MTN |
||||||||||
4.250%, 02/04/2025 (B) |
200 | 194 | ||||||||
Achmea Bank MTN |
||||||||||
2.750%, 02/18/2021 |
150 | 182 | ||||||||
Achmea BV MTN |
||||||||||
6.000%, 04/04/2043 (B) |
210 | 243 | ||||||||
Bharti Airtel International |
||||||||||
4.000%, 12/10/2018 |
270 | 322 | ||||||||
Cooperatieve Centrale Raiffeisen-Boerenleenbank |
||||||||||
6.875%, 03/19/2020 |
300 | 389 | ||||||||
2.500%, 05/26/2026 (B) |
260 | 294 | ||||||||
Cooperatieve Rabobank UA |
||||||||||
6.910%, 06/10/2038 (B) |
GBP | 325 | 506 | |||||||
Deutsche Telekom International Finance MTN |
||||||||||
4.250%, 07/13/2022 |
EUR | 455 | 623 | |||||||
ING Bank MTN |
||||||||||
3.375%, 03/23/2017 |
125 | 143 | ||||||||
3.000%, 04/11/2028 (B) |
500 | 564 | ||||||||
Kingdom of Netherlands |
||||||||||
5.500%, 01/15/2028 |
295 | 532 | ||||||||
4.000%, 01/15/2037 (A) |
300 | 577 | ||||||||
3.750%, 01/15/2042 (A) |
60 | 121 | ||||||||
2.750%, 01/15/2047 (A) |
1,950 | 3,544 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
2.000%, 07/15/2024 (A) |
EUR | 625 | $ | 815 | ||||||
1.250%, 01/15/2019 (A) |
485 | 564 | ||||||||
0.250%, 01/15/2020 |
340 | 389 | ||||||||
0.250%, 07/15/2025 (A) |
1,170 | 1,333 | ||||||||
0.250%, 07/15/2025 (A) |
574 | 654 | ||||||||
NN Group |
||||||||||
4.625%, 04/08/2044 (B) |
625 | 701 | ||||||||
Rabobank Capital Funding Trust IV |
||||||||||
5.556%, 12/31/2019 (B) |
GBP | 153 | 209 | |||||||
Repsol International Finance MTN |
||||||||||
3.625%, 10/07/2021 |
EUR | 100 | 127 | |||||||
RWE Finance MTN |
||||||||||
6.500%, 04/20/2021 |
GBP | 245 | 384 | |||||||
Schaeffler Finance |
||||||||||
2.500%, 05/15/2020 |
EUR | 315 | 356 | |||||||
Shell International Finance |
||||||||||
2.250%, 01/06/2023 |
$ | 555 | 557 | |||||||
2.000%, 11/15/2018 |
560 | 570 | ||||||||
TenneT Holding |
||||||||||
2.125%, 11/01/2020 |
350 | 423 | ||||||||
|
|
|||||||||
16,491 | ||||||||||
|
|
|||||||||
New Zealand 0.6% |
||||||||||
Government of New Zealand |
||||||||||
5.500%, 04/15/2023 |
NZD | 320 | 277 | |||||||
3.000%, 04/15/2020 |
1,435 | 1,057 | ||||||||
2.000%, 09/20/2025 |
1,600 | 1,228 | ||||||||
Reynolds Group Issuer |
||||||||||
5.750%, 10/15/2020 |
$ | 175 | 181 | |||||||
Westpac Securities MTN |
||||||||||
0.875%, 06/24/2019 |
EUR | 100 | 114 | |||||||
|
|
|||||||||
2,857 | ||||||||||
|
|
|||||||||
Norway 0.3% |
||||||||||
DNB Bank |
||||||||||
6.012%, 01/29/2049 (B) |
GBP | 150 | 201 | |||||||
Government of Norway |
||||||||||
4.500%, 05/22/2019 (A) |
NOK | 2,120 | 283 | |||||||
3.750%, 05/25/2021 (A) |
830 | 114 | ||||||||
2.000%, 05/24/2023 (A) |
645 | 83 | ||||||||
Kommunalbanken MTN |
||||||||||
1.000%, 03/15/2018 (A) |
$ | 800 | 802 | |||||||
SpareBank 1 Boligkreditt MTN |
||||||||||
2.375%, 11/22/2016 |
EUR | 170 | 191 | |||||||
|
|
|||||||||
1,674 | ||||||||||
|
|
|||||||||
Panama 0.1% |
||||||||||
Carnival |
||||||||||
1.875%, 11/07/2022 |
390 | 452 | ||||||||
|
|
|||||||||
Poland 0.5% |
||||||||||
Republic of Poland |
||||||||||
3.250%, 07/25/2025 |
PLN | 3,367 | 879 | |||||||
2.500%, 07/25/2018 |
710 | 182 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
2.000%, 04/25/2021 |
PLN | 765 | $ | 192 | ||||||
Republic of Poland, Ser 1019 |
||||||||||
5.500%, 10/25/2019 |
1,520 | 429 | ||||||||
Republic of Poland, Ser 1021 |
||||||||||
5.750%, 10/25/2021 |
3,490 | 1,035 | ||||||||
|
|
|||||||||
2,717 | ||||||||||
|
|
|||||||||
Portugal 0.5% |
||||||||||
Obrigacoes do Tesouro |
||||||||||
4.800%, 06/15/2020 (A) |
EUR | 1,070 | 1,333 | |||||||
Portugal Obrigacoes do Tesouro OT |
||||||||||
2.875%, 10/15/2025 (A) |
1,197 | 1,326 | ||||||||
|
|
|||||||||
2,659 | ||||||||||
|
|
|||||||||
Romania 0.0% |
||||||||||
Romanian Government International Bond MTN |
||||||||||
4.625%, 09/18/2020 |
40 | 51 | ||||||||
3.625%, 04/24/2024 |
20 | 25 | ||||||||
|
|
|||||||||
76 | ||||||||||
|
|
|||||||||
Singapore 0.3% |
||||||||||
Government of Singapore |
||||||||||
4.000%, 09/01/2018 |
SGD | 495 | 391 | |||||||
3.125%, 09/01/2022 |
275 | 222 | ||||||||
3.000%, 09/01/2024 |
170 | 138 | ||||||||
Temasek Financial I MTN |
||||||||||
2.375%, 01/23/2023 (A) |
$ | 495 | 510 | |||||||
|
|
|||||||||
1,261 | ||||||||||
|
|
|||||||||
Slovak Republic 0.1% |
||||||||||
Slovakia Government Bond |
||||||||||
3.375%, 11/15/2024 |
EUR | 110 | 154 | |||||||
SPP-Distribucia |
||||||||||
2.625%, 06/23/2021 |
400 | 476 | ||||||||
|
|
|||||||||
630 | ||||||||||
|
|
|||||||||
South Africa 0.1% |
||||||||||
Republic of South Africa |
||||||||||
8.000%, 01/31/2030 |
ZAR | 6,910 | 428 | |||||||
|
|
|||||||||
South Korea 0.7% |
||||||||||
Korea Treasury Bond |
||||||||||
4.250%, 06/10/2021 |
KRW | 1,270,230 | 1,256 | |||||||
4.000%, 12/10/2031 |
708,440 | 820 | ||||||||
3.750%, 12/10/2033 |
190,350 | 220 | ||||||||
3.500%, 03/10/2024 |
194,510 | 194 | ||||||||
3.250%, 09/10/2018 |
520,990 | 472 | ||||||||
3.000%, 09/10/2024 |
186,630 | 181 | ||||||||
2.750%, 03/10/2018 |
511,230 | 455 | ||||||||
2.750%, 12/10/2044 |
85,050 | 94 | ||||||||
|
|
|||||||||
3,692 | ||||||||||
|
|
6 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Spain 4.3% |
| |||||||||
Banco de Sabadell |
||||||||||
0.875%, 11/12/2021 |
EUR | 400 | $ | 458 | ||||||
Banco Popular Espanol |
||||||||||
4.000%, 10/18/2016 |
100 | 112 | ||||||||
3.750%, 01/22/2019 |
100 | 122 | ||||||||
2.125%, 10/08/2019 |
100 | 119 | ||||||||
Bankia |
||||||||||
4.125%, 03/24/2036 |
350 | 538 | ||||||||
BBVA International Preferred SAU |
||||||||||
5.919%, 10/18/2008 (B) |
$ | 335 | 334 | |||||||
CaixaBank |
||||||||||
0.388%, 01/09/2018 (B) |
EUR | 200 | 222 | |||||||
Cirsa Funding Luxembourg |
||||||||||
5.875%, 05/15/2023 |
165 | 184 | ||||||||
5.750%, 05/15/2021 |
100 | 114 | ||||||||
Criteria Caixa MTN |
||||||||||
1.625%, 04/21/2022 |
800 | 880 | ||||||||
Ferrovial Emisiones MTN |
||||||||||
3.375%, 06/07/2021 |
475 | 599 | ||||||||
Fondo de Amortizacion del Deficit Electrico MTN |
||||||||||
4.125%, 03/17/2017 |
200 | 229 | ||||||||
2.250%, 12/17/2016 |
700 | 785 | ||||||||
Government of Spain |
||||||||||
6.000%, 01/31/2029 |
465 | 784 | ||||||||
5.900%, 07/30/2026 (A) |
38 | 61 | ||||||||
5.500%, 07/30/2017 (A) |
315 | 371 | ||||||||
5.500%, 04/30/2021 (A) |
3,980 | 5,551 | ||||||||
4.700%, 07/30/2041 (A) |
1,229 | 2,032 | ||||||||
4.400%, 10/31/2023 (A) |
388 | 543 | ||||||||
4.200%, 01/31/2037 (A) |
475 | 723 | ||||||||
3.800%, 04/30/2024 (A) |
1,000 | 1,352 | ||||||||
2.900%, 10/31/2046 (A) |
920 | 1,152 | ||||||||
2.750%, 10/31/2024 (A) |
790 | 999 | ||||||||
2.150%, 10/31/2025 (A) |
290 | 350 | ||||||||
1.950%, 07/30/2030 (A) |
570 | 664 | ||||||||
1.600%, 04/30/2025 (A) |
350 | 406 | ||||||||
1.400%, 01/31/2020 |
885 | 1,032 | ||||||||
0.500%, 10/31/2017 |
550 | 616 | ||||||||
Santander Consumer Finance |
||||||||||
0.900%, 02/18/2020 |
300 | 333 | ||||||||
Telefonica Emisiones MTN |
||||||||||
5.375%, 02/02/2018 |
GBP | 185 | 262 | |||||||
|
|
|||||||||
21,927 | ||||||||||
|
|
|||||||||
Supra-National 0.7% |
||||||||||
European Investment Bank |
||||||||||
2.750%, 09/15/2021 |
EUR | 1,000 | 1,291 | |||||||
1.900%, 01/26/2026 |
JPY | 50,000 | 587 | |||||||
1.250%, 05/12/2025 |
SEK | 7,500 | 911 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
International Bank for Reconstruction & Development MTN |
||||||||||
1.000%, 12/28/2016 |
GBP | 600 | $ | 803 | ||||||
|
|
|||||||||
3,592 | ||||||||||
|
|
|||||||||
Sweden 0.9% |
||||||||||
Kingdom of Sweden |
||||||||||
3.500%, 03/30/2039 |
SEK | 545 | 94 | |||||||
1.500%, 11/13/2023 |
1,020 | 135 | ||||||||
1.000%, 11/12/2026 |
1,250 | 158 | ||||||||
Kingdom of Sweden, Ser 1047 |
||||||||||
5.000%, 12/01/2020 |
3,700 | 544 | ||||||||
Kingdom of Sweden, Ser 1052 |
||||||||||
4.250%, 03/12/2019 |
5,275 | 705 | ||||||||
Nordea Bank MTN |
||||||||||
4.000%, 03/29/2021 |
EUR | 255 | 322 | |||||||
Skandinaviska Enskilda Banken MTN |
||||||||||
7.092%, 12/29/2049 (B) |
210 | 251 | ||||||||
1.500%, 12/15/2021 |
SEK | 5,000 | 617 | |||||||
Stadshypotek |
||||||||||
4.500%, 09/21/2022 |
4,000 | 576 | ||||||||
4.250%, 10/10/2017 |
AUD | 600 | 455 | |||||||
Svenska Handelsbanken |
||||||||||
2.656%, 01/15/2024 (B) |
EUR | 336 | 386 | |||||||
Swedbank Hypotek MTN |
||||||||||
1.000%, 12/16/2020 |
SEK | 2,900 | 352 | |||||||
Vattenfall |
||||||||||
3.000%, 03/19/2077 (B) |
EUR | 175 | 159 | |||||||
|
|
|||||||||
4,754 | ||||||||||
|
|
|||||||||
Switzerland 1.0% |
||||||||||
Aquarius and Investments for Zurich Insurance MTN |
||||||||||
4.250%, 10/02/2043 (B) |
100 | 121 | ||||||||
Credit Suisse NY MTN |
||||||||||
3.625%, 09/09/2024 |
$ | 260 | 269 | |||||||
Credit Suisse |
||||||||||
5.750%, 09/18/2025 (B) |
EUR | 250 | 294 | |||||||
Dufry Finance |
||||||||||
4.500%, 07/15/2022 |
235 | 272 | ||||||||
4.500%, 08/01/2023 |
100 | 116 | ||||||||
Glencore Australia Holdings MTN |
||||||||||
4.500%, 09/19/2019 |
AUD | 900 | 650 | |||||||
Glencore Finance Europe MTN |
||||||||||
3.375%, 09/30/2020 |
EUR | 145 | 164 | |||||||
Glencore Funding |
||||||||||
2.125%, 04/16/2018 (A) |
$ | 242 | 236 | |||||||
Government of Switzerland |
||||||||||
3.500%, 04/08/2033 |
CHF | 100 | 169 | |||||||
3.000%, 05/12/2019 |
160 | 184 | ||||||||
2.000%, 04/28/2021 |
1,070 | 1,262 | ||||||||
2.000%, 05/25/2022 |
110 | 133 | ||||||||
1.500%, 04/30/2042 |
150 | 217 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
1.250%, 06/11/2024 |
CHF | 100 | $ | 119 | ||||||
UBS Group Funding Jersey |
||||||||||
4.125%, 09/24/2025 (A) |
$ | 220 | 228 | |||||||
UBS MTN |
||||||||||
6.625%, 04/11/2018 |
GBP | 150 | 220 | |||||||
6.375%, 07/20/2016 |
160 | 214 | ||||||||
|
|
|||||||||
4,868 | ||||||||||
|
|
|||||||||
Thailand 0.2% |
||||||||||
Thailand Government Bond |
||||||||||
4.675%, 06/29/2044 |
THB | 1,800 | 71 | |||||||
3.650%, 12/17/2021 |
16,020 | 502 | ||||||||
3.625%, 06/16/2023 |
7,815 | 248 | ||||||||
|
|
|||||||||
821 | ||||||||||
|
|
|||||||||
Turkey 0.1% |
||||||||||
Republic of Turkey |
||||||||||
9.400%, 07/08/2020 |
TRY | 1,325 | 470 | |||||||
5.500%, 02/16/2017 |
EUR | 50 | 57 | |||||||
|
|
|||||||||
527 | ||||||||||
|
|
|||||||||
United Arab Emirates 0.0% |
||||||||||
Abu Dhabi National Energy MTN |
||||||||||
3.625%, 06/22/2021 (A) |
$ | 219 | 228 | |||||||
|
|
|||||||||
United Kingdom 12.1% |
||||||||||
AA Bond |
||||||||||
4.720%, 07/02/2043 |
500 | 690 | ||||||||
Anglian Water Services Financing |
||||||||||
6.875%, 08/21/2023 |
GBP | 230 | 408 | |||||||
Arqiva Financing MTN |
||||||||||
4.040%, 06/30/2020 |
220 | 306 | ||||||||
Aviva MTN |
||||||||||
3.375%, 12/04/2045 (B) |
EUR | 500 | 511 | |||||||
Bank of Scotland |
||||||||||
7.281%, 05/29/2049 (B) |
GBP | 950 | 1,406 | |||||||
Barclays Bank MTN |
||||||||||
10.000%, 05/21/2021 |
180 | 298 | ||||||||
BAT International Finance MTN |
||||||||||
7.250%, 03/12/2024 |
250 | 451 | ||||||||
5.375%, 06/29/2017 |
EUR | 425 | 497 | |||||||
Bishopsgate Asset Finance |
||||||||||
4.808%, 08/14/2044 |
GBP | 172 | 254 | |||||||
Boparan Finance MTN |
||||||||||
4.375%, 07/15/2021 |
160 | 162 | ||||||||
BP Capital Markets |
||||||||||
2.177%, 09/28/2021 |
EUR | 245 | 296 | |||||||
1.270%, 09/26/2018 (B) |
$ | 110 | 110 | |||||||
British Telecommunications MTN |
||||||||||
1.750%, 03/10/2026 |
EUR | 500 | 579 | |||||||
Canary Wharf Finance II |
||||||||||
6.455%, 04/22/2030 |
GBP | 15 | 30 | |||||||
5.952%, 01/22/2035 |
20 | 35 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Channel Link Enterprises Finance |
||||||||||
3.090%, 06/30/2050 (B) |
EUR | 700 | $ | 747 | ||||||
Coventry Building Society MTN |
||||||||||
4.625%, 04/19/2018 |
GBP | 230 | 329 | |||||||
CPUK Finance |
||||||||||
3.588%, 02/28/2042 |
400 | 539 | ||||||||
Delphi Automotive |
||||||||||
1.500%, 03/10/2025 |
EUR | 300 | 328 | |||||||
Direct Line Insurance Group |
||||||||||
9.250%, 04/27/2042 (B) |
GBP | 100 | 159 | |||||||
Eversholt Funding MTN |
||||||||||
6.697%, 02/22/2035 |
100 | 183 | ||||||||
FCE Bank MTN |
||||||||||
4.825%, 02/15/2017 |
200 | 273 | ||||||||
1.625%, 09/09/2016 |
EUR | 100 | 111 | |||||||
First Hydro Finance |
||||||||||
9.000%, 07/31/2021 |
GBP | 220 | 387 | |||||||
HBOS Capital Funding |
||||||||||
6.461%, 11/30/2049 (B) |
115 | 158 | ||||||||
HSBC Holdings |
||||||||||
2.500%, 03/15/2027 |
600 | 715 | ||||||||
Imperial Brands Finance MTN |
||||||||||
2.250%, 02/26/2021 |
EUR | 400 | 475 | |||||||
International Game Technology |
||||||||||
4.750%, 02/15/2023 |
160 | 184 | ||||||||
Lloyds Bank MTN |
||||||||||
1.375%, 09/08/2022 |
420 | 478 | ||||||||
1.000%, 11/19/2021 |
300 | 335 | ||||||||
Lloyds Banking Group |
||||||||||
7.000%, 12/29/2049 (B) |
GBP | 750 | 942 | |||||||
Mondi Finance MTN |
||||||||||
3.375%, 09/28/2020 |
EUR | 400 | 497 | |||||||
1.500%, 04/15/2024 |
900 | 1,026 | ||||||||
National Westminster Bank |
||||||||||
6.500%, 09/07/2021 |
GBP | 550 | 817 | |||||||
6.500%, 09/07/2021 |
220 | 327 | ||||||||
Nationwide Building Society MTN |
||||||||||
4.625%, 02/08/2021 |
EUR | 550 | 738 | |||||||
4.125%, 03/20/2023 (B) |
795 | 908 | ||||||||
0.500%, 10/29/2019 |
345 | 381 | ||||||||
Noble Holding International |
||||||||||
3.950%, 03/15/2022 |
$ | 99 | 69 | |||||||
Northumbrian Water Finance |
||||||||||
6.875%, 02/06/2023 |
GBP | 190 | 328 | |||||||
6.000%, 10/11/2017 |
500 | 709 | ||||||||
Rio Tinto Finance MTN |
||||||||||
4.000%, 12/11/2029 |
165 | 239 | ||||||||
RL Finance Bonds No. 2 |
||||||||||
6.125%, 11/30/2043 (B) |
100 | 138 | ||||||||
Royal Bank of Scotland MTN |
||||||||||
6.934%, 04/09/2018 |
EUR | 300 | 360 | |||||||
3.875%, 10/19/2020 |
123 | 159 |
8 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Royal Bank of Scotland Group |
||||||||||
7.640%, 09/29/2017 (B) |
$ | 200 | $ | 190 | ||||||
Santander UK MTN |
||||||||||
6.222%, 05/29/2049 (B) |
GBP | 170 | 227 | |||||||
4.250%, 04/12/2021 |
EUR | 350 | 465 | |||||||
1.125%, 01/14/2022 |
330 | 369 | ||||||||
Santander UK Group Holdings |
||||||||||
7.375%, 06/24/2022 (B) |
GBP | 250 | 310 | |||||||
Sky MTN |
||||||||||
1.500%, 09/15/2021 |
EUR | 200 | 229 | |||||||
Standard Chartered |
||||||||||
6.409%, 01/30/2049 (A)(B) |
$ | 300 | 270 | |||||||
United Kingdom Gilt |
||||||||||
5.000%, 03/07/2018 |
GBP | 575 | 832 | |||||||
4.500%, 09/07/2034 |
370 | 725 | ||||||||
4.500%, 12/07/2042 |
1,500 | 3,203 | ||||||||
4.250%, 12/07/2027 |
125 | 224 | ||||||||
4.250%, 06/07/2032 |
110 | 206 | ||||||||
3.750%, 07/22/2052 |
375 | 799 | ||||||||
3.500%, 01/22/2045 |
970 | 1,806 | ||||||||
3.250%, 01/22/2044 |
910 | 1,623 | ||||||||
2.750%, 09/07/2024 |
850 | 1,310 | ||||||||
2.500%, 07/22/2065 |
475 | 854 | ||||||||
2.250%, 09/07/2023 |
2,325 | 3,446 | ||||||||
2.000%, 07/22/2020 |
2,150 | 3,068 | ||||||||
2.000%, 09/07/2025 |
4,810 | 7,043 | ||||||||
1.750%, 07/22/2019 |
1,295 | 1,812 | ||||||||
1.500%, 01/22/2021 |
275 | 386 | ||||||||
1.250%, 07/22/2018 |
350 | 478 | ||||||||
United Kingdom Treasury |
||||||||||
5.000%, 03/07/2025 |
1,430 | 2,589 | ||||||||
4.750%, 12/07/2030 |
1,035 | 2,004 | ||||||||
4.750%, 12/07/2038 |
350 | 738 | ||||||||
4.250%, 03/07/2036 |
595 | 1,152 | ||||||||
4.250%, 09/07/2039 |
1,170 | 2,330 | ||||||||
4.250%, 12/07/2040 |
500 | 1,010 | ||||||||
4.000%, 03/07/2022 |
1,200 | 1,927 | ||||||||
Wales & West Utilities Finance |
||||||||||
6.250%, 11/30/2021 |
240 | 395 | ||||||||
Western Power Distribution West Midlands |
||||||||||
3.875%, 10/17/2024 |
230 | 342 | ||||||||
Yorkshire Water Services Bradford Finance |
||||||||||
6.375%, 08/19/2039 |
100 | 204 | ||||||||
|
|
|||||||||
61,638 | ||||||||||
|
|
|||||||||
United States 5.8% |
||||||||||
21st Century Fox America |
||||||||||
4.500%, 02/15/2021 |
$ | 75 | 84 | |||||||
Aetna |
||||||||||
3.200%, 06/15/2026 |
250 | 257 | ||||||||
2.750%, 11/15/2022 |
40 | 41 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Altria Group |
||||||||||
4.750%, 05/05/2021 |
$ | 180 | $ | 205 | ||||||
4.250%, 08/09/2042 |
265 | 290 | ||||||||
American International Group |
||||||||||
5.750%, 03/15/2067 (B) |
GBP | 150 | 201 | |||||||
Amgen |
||||||||||
1.250%, 02/25/2022 |
550 | 631 | ||||||||
Anthem |
||||||||||
4.650%, 01/15/2043 |
$ | 110 | 115 | |||||||
2.300%, 07/15/2018 |
150 | 152 | ||||||||
AT&T |
||||||||||
5.875%, 04/28/2017 |
GBP | 200 | 278 | |||||||
4.875%, 06/01/2044 |
130 | 205 | ||||||||
Bank of America MTN |
||||||||||
2.375%, 06/19/2024 |
EUR | 410 | 500 | |||||||
0.559%, 03/28/2018 (B) |
300 | 331 | ||||||||
0.287%, 09/14/2018 (B) |
375 | 411 | ||||||||
Berkshire Hathaway |
||||||||||
1.125%, 03/16/2027 |
297 | 325 | ||||||||
0.500%, 03/13/2020 |
570 | 639 | ||||||||
Citigroup MTN |
||||||||||
2.375%, 05/22/2024 |
700 | 848 | ||||||||
ConocoPhillips |
||||||||||
5.750%, 02/01/2019 |
$ | 420 | 462 | |||||||
Continental Resources |
||||||||||
5.000%, 09/15/2022 |
74 | 72 | ||||||||
Devon Energy |
||||||||||
5.000%, 06/15/2045 |
270 | 252 | ||||||||
DH Europe Finance |
||||||||||
1.700%, 01/04/2022 |
1,435 | 1,698 | ||||||||
Diamond Offshore Drilling |
||||||||||
4.875%, 11/01/2043 |
173 | 123 | ||||||||
Discovery Communications |
||||||||||
1.900%, 03/19/2027 |
EUR | 360 | 360 | |||||||
FedEx |
||||||||||
1.000%, 01/11/2023 |
560 | 630 | ||||||||
General Electric |
||||||||||
5.500%, 01/08/2020 |
$ | 88 | 101 | |||||||
5.300%, 02/11/2021 |
205 | 238 | ||||||||
4.625%, 01/07/2021 |
108 | 122 | ||||||||
2.700%, 10/09/2022 |
320 | 336 | ||||||||
1.875%, 05/28/2027 |
EUR | 800 | 981 | |||||||
Goldman Sachs Group |
||||||||||
2.625%, 08/19/2020 |
350 | 420 | ||||||||
2.625%, 04/25/2021 |
$ | 425 | 431 | |||||||
2.000%, 07/27/2023 |
EUR | 230 | 269 | |||||||
Harmon Finance International |
||||||||||
2.000%, 05/27/2022 |
1,500 | 1,678 | ||||||||
Honeywell International |
||||||||||
1.300%, 02/22/2023 |
240 | 278 | ||||||||
HSBC Holdings |
||||||||||
2.950%, 05/25/2021 |
$ | 375 | 379 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
|
|||||||||
Illinois Tool Works MTN |
||||||||||
3.000%, 05/19/2034 |
EUR | 200 | $ | 271 | ||||||
INEOS Group Holdings |
||||||||||
5.750%, 02/15/2019 |
350 | 390 | ||||||||
Jefferies Group MTN |
||||||||||
2.375%, 05/20/2020 |
700 | 778 | ||||||||
JPMorgan Chase |
||||||||||
3.200%, 06/15/2026 |
$ | 425 | 437 | |||||||
1.072%, 05/30/2017 (B) |
GBP | 100 | 133 | |||||||
Kinder Morgan |
||||||||||
2.250%, 03/16/2027 |
EUR | 409 | 417 | |||||||
Lam Research |
||||||||||
2.800%, 06/15/2021 |
$ | 359 | 367 | |||||||
Mellon Capital III |
||||||||||
6.369%, 09/05/2066 (B) |
GBP | 300 | 400 | |||||||
Merck |
||||||||||
1.125%, 10/15/2021 |
EUR | 400 | 466 | |||||||
Molson Coors Brewing |
||||||||||
1.250%, 07/15/2024 |
310 | 347 | ||||||||
Mondelez International |
||||||||||
2.375%, 03/06/2035 |
250 | 283 | ||||||||
1.625%, 03/08/2027 |
300 | 332 | ||||||||
1.000%, 03/07/2022 |
200 | 225 | ||||||||
Morgan Stanley |
||||||||||
2.375%, 03/31/2021 |
500 | 600 | ||||||||
1.875%, 03/30/2023 |
490 | 570 | ||||||||
1.750%, 01/30/2025 |
205 | 233 | ||||||||
Nabors Industries |
||||||||||
5.100%, 09/15/2023 |
93 | 83 | ||||||||
National Capital Trust I |
||||||||||
5.620%, 12/17/2018 (A)(B) |
GBP | 35 | 47 | |||||||
5.620%, 09/29/2049 (B) |
150 | 203 | ||||||||
Nordea Bank MTN |
||||||||||
2.250%, 05/27/2021 (A) |
$ | 425 | 430 | |||||||
Odebrecht Finance |
||||||||||
7.125%, 06/26/2042 |
280 | 120 | ||||||||
ONEOK Partners |
||||||||||
3.800%, 03/15/2020 |
128 | 131 | ||||||||
Owens Corning |
||||||||||
6.500%, 12/01/2016 |
9 | 9 | ||||||||
Philip Morris International |
||||||||||
2.900%, 11/15/2021 |
325 | 343 | ||||||||
2.875%, 05/30/2024 |
EUR | 100 | 128 | |||||||
2.875%, 03/03/2026 |
435 | 562 | ||||||||
Plains All American Pipeline |
||||||||||
3.600%, 11/01/2024 |
$ | 155 | 146 | |||||||
PNC Funding |
||||||||||
5.125%, 02/08/2020 |
300 | 336 | ||||||||
3.300%, 03/08/2022 |
150 | 159 | ||||||||
Priceline Group |
||||||||||
1.800%, 03/03/2027 |
380 | 400 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
|
|||||||||
Principal Financial Group |
||||||||||
1.850%, 11/15/2017 |
$ | 175 | $ | 176 | ||||||
Prologis International Funding II MTN |
||||||||||
2.875%, 04/04/2022 |
EUR | 220 | 271 | |||||||
Prologis |
||||||||||
3.375%, 02/20/2024 |
300 | 384 | ||||||||
3.000%, 01/18/2022 |
250 | 308 | ||||||||
Prudential Financial |
||||||||||
5.625%, 06/15/2043 (B) |
$ | 226 | 236 | |||||||
Republic Services |
||||||||||
4.750%, 05/15/2023 |
155 | 177 | ||||||||
Ryder System MTN |
||||||||||
5.850%, 11/01/2016 |
116 | 118 | ||||||||
S&P Global |
||||||||||
4.400%, 02/15/2026 |
313 | 351 | ||||||||
Sabine Pass Liquefaction |
||||||||||
5.625%, 04/15/2023 |
195 | 196 | ||||||||
Santander Issuances |
||||||||||
5.179%, 11/19/2025 |
400 | 400 | ||||||||
Seagate HDD Cayman |
||||||||||
4.750%, 06/01/2023 |
101 | 86 | ||||||||
4.750%, 01/01/2025 |
123 | 97 | ||||||||
Societe Generale MTN |
||||||||||
2.500%, 04/08/2021 (A) |
500 | 509 | ||||||||
Thermo Fisher Scientific |
||||||||||
1.500%, 12/01/2020 |
426 | 491 | ||||||||
T-Mobile |
||||||||||
6.500%, 01/15/2026 |
175 | 185 | ||||||||
United Technologies |
||||||||||
1.800%, 06/01/2017 |
201 | 203 | ||||||||
1.125%, 12/15/2021 |
390 | 447 | ||||||||
Valeant Pharmaceuticals International |
||||||||||
4.500%, 05/15/2023 (A) |
EUR | 170 | 143 | |||||||
Verizon Communications |
||||||||||
1.625%, 03/01/2024 |
700 | 822 | ||||||||
Weatherford International |
||||||||||
4.500%, 04/15/2022 |
$ | 20 | 17 | |||||||
Wells Fargo MTN |
||||||||||
4.600%, 04/01/2021 |
75 | 84 | ||||||||
Williams Partners |
||||||||||
3.900%, 01/15/2025 |
128 | 116 | ||||||||
ZF North America Capital |
||||||||||
2.750%, 04/27/2023 |
EUR | 200 | 228 | |||||||
|
|
|||||||||
29,734 | ||||||||||
|
|
|||||||||
Total Global Bonds |
|
471,582 |
| |||||||
|
|
10 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
MORTGAGE-BACKED SECURITIES 2.9% |
| |||||||
Agency Mortgage-Backed Obligation 0.4% |
||||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN1, Cl M1 |
||||||||
1.446%, 02/25/2024 (B) |
$ | 223 | $ | 223 | ||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-HQ2, Cl M1 |
||||||||
1.896%, 09/25/2024 (B) |
241 | 242 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2 |
||||||||
2.303%, 10/25/2027 (B) |
490 | 490 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2 |
||||||||
3.046%, 12/25/2027 (B) |
205 | 208 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M1 |
||||||||
1.596%, 12/25/2027 (B) |
266 | 266 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ1, Cl M1 |
||||||||
1.496%, 03/25/2025 (B) |
99 | 99 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ2, Cl M1 |
||||||||
1.546%, 05/25/2025 (B) |
271 | 271 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M2 |
||||||||
3.253%, 05/28/2028 (B) |
270 | 276 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA1, Cl M2 |
||||||||
3.325%, 07/25/2028 (B) |
276 | 283 | ||||||
FHLMC, Ser K501, Cl X1A, IO |
||||||||
1.509%, 08/25/2016 (B) |
138 | | ||||||
|
|
|||||||
2,358 | ||||||||
|
|
|||||||
Non-Agency Mortgage-Backed Obligation 2.5% |
||||||||
Banc of America Commercial Mortgage, Ser 2007-5, Cl A4 |
||||||||
5.492%, 02/10/2051 |
109 | 113 | ||||||
Banc of America Commercial Mortgage, Ser 2015-UBS7, Cl A4 |
||||||||
3.705%, 09/15/2025 |
20 | 22 | ||||||
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
||||||||
2.938%, 09/25/2034 (B) |
55 | 53 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-PW13, Cl AJ |
||||||||
5.611%, 09/11/2041 (B) |
241 | 241 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-T24, Cl A4 |
||||||||
5.537%, 10/12/2041 |
29 | 29 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW15, Cl A4 |
||||||||
5.331%, 02/11/2044 |
45 | 46 |
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW16, Cl A4 |
||||||||
5.720%, 06/11/2040 (B) |
$ | 23 | $ | 24 | ||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW17, Cl A4 |
||||||||
5.694%, 06/11/2050 (B) |
165 | 170 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-T26, Cl A4 |
||||||||
5.471%, 01/12/2045 (B) |
61 | 62 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2008-C7, Cl A4 |
||||||||
6.345%, 12/10/2049 (B) |
393 | 409 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2014-GC19, Cl D |
||||||||
4.900%, 03/10/2047 (A)(B) |
20 | 16 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC29, Cl A3 |
||||||||
2.935%, 04/10/2048 |
30 | 31 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC29, Cl A4 |
||||||||
3.192%, 04/10/2025 |
15 | 16 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl A4 |
||||||||
3.762%, 06/10/2025 |
65 | 72 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4 |
||||||||
3.818%, 11/10/2025 |
55 | 61 | ||||||
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
||||||||
2.946%, 05/25/2035 (B) |
432 | 402 | ||||||
COBALT Commercial Mortgage Trust, Ser 2006- C1, Cl AM |
||||||||
5.254%, 08/15/2048 |
35 | 35 | ||||||
COMM Mortgage Trust, Ser 2006-C8, Cl A1A |
||||||||
5.292%, 12/10/2046 |
107 | 108 | ||||||
COMM Mortgage Trust, Ser 2012-CR1, Cl A3 |
||||||||
3.391%, 01/15/2022 |
15 | 16 | ||||||
COMM Mortgage Trust, Ser 2012-CR4, Cl A3 |
||||||||
2.853%, 10/15/2045 |
130 | 136 | ||||||
COMM Mortgage Trust, Ser 2012-CR5, Cl A3 |
||||||||
2.540%, 12/10/2045 |
125 | 129 | ||||||
COMM Mortgage Trust, Ser 2012-CRE4, Cl XA, IO |
||||||||
1.923%, 12/15/2045 (B) |
170 | 14 | ||||||
COMM Mortgage Trust, Ser 2012-LC4, Cl A4 |
||||||||
3.288%, 12/10/2044 |
120 | 128 | ||||||
COMM Mortgage Trust, Ser 2013-CCRE9, Cl A4 |
||||||||
4.238%, 07/10/2045 (B) |
90 | 102 | ||||||
COMM Mortgage Trust, Ser 2013-CR10, Cl A4 |
||||||||
4.210%, 08/10/2046 (B) |
80 | 90 | ||||||
COMM Mortgage Trust, Ser 2013-CR6, Cl A4 |
||||||||
3.101%, 03/10/2046 |
60 | 64 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||||
COMM Mortgage Trust, Ser 2013-CR6, Cl D |
||||||||||
4.311%, 02/10/2023 (A)(B) |
$ | 515 | $ | 462 | ||||||
COMM Mortgage Trust, Ser 2013-CR8, Cl A4 |
||||||||||
3.334%, 06/10/2046 |
130 | 139 | ||||||||
COMM Mortgage Trust, Ser 2013-CR9, Cl A3 |
||||||||||
4.022%, 07/10/2045 |
50 | 56 | ||||||||
COMM Mortgage Trust, Ser 2013-LC13, Cl A5 |
||||||||||
4.205%, 09/10/2023 |
45 | 51 | ||||||||
COMM Mortgage Trust, Ser 2014-CCRE14, Cl A3 |
||||||||||
3.955%, 02/10/2047 |
70 | 78 | ||||||||
COMM Mortgage Trust, Ser 2014-CR16, Cl A4 |
||||||||||
4.051%, 03/10/2024 |
25 | 28 | ||||||||
COMM Mortgage Trust, Ser 2014-CR19, Cl A5 |
||||||||||
3.796%, 08/10/2047 |
65 | 72 | ||||||||
COMM Mortgage Trust, Ser 2014-CR21, Cl A3 |
||||||||||
3.528%, 12/10/2047 |
75 | 81 | ||||||||
COMM Mortgage Trust, Ser 2014-SAVA, Cl A |
||||||||||
1.585%, 06/15/2034 (A)(B) |
125 | 125 | ||||||||
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5 |
||||||||||
3.961%, 03/10/2047 |
25 | 28 | ||||||||
COMM Mortgage Trust, Ser 2014-UBS4, Cl A5 |
||||||||||
3.694%, 08/10/2047 |
95 | 103 | ||||||||
COMM Mortgage Trust, Ser 2015-3BP, Cl A |
||||||||||
3.178%, 02/10/2035 (A) |
100 | 105 | ||||||||
COMM Mortgage Trust, Ser 2015-CR23, Cl A4 |
||||||||||
3.497%, 05/10/2048 |
80 | 86 | ||||||||
COMM Mortgage Trust, Ser 2015-CR24, Cl A5 |
||||||||||
3.696%, 08/10/2055 |
90 | 99 | ||||||||
COMM Mortgage Trust, Ser 2015-DC1, Cl A5 |
||||||||||
3.350%, 02/10/2048 |
155 | 165 | ||||||||
COMM Mortgage Trust, Ser 2015-LC19, Cl A4 |
||||||||||
3.183%, 02/10/2048 |
70 | 74 | ||||||||
COMM Mortgage Trust, Ser 2015-PC1, Cl A4 |
||||||||||
3.620%, 07/10/2050 |
50 | 54 | ||||||||
Commercial Mortgage Loan Trust, Ser 2008- LS1, Cl A4B |
||||||||||
6.094%, 12/10/2049 (B) |
196 | 203 | ||||||||
Commercial Mortgage Pass Through |
||||||||||
Certificates, Ser 2012-CR3, |
||||||||||
2.822%, 10/15/2045 |
70 | 73 | ||||||||
Commercial Mortgage Pass Through |
||||||||||
Certificates, Ser CR14, Cl XA, IO |
||||||||||
0.857%, 02/10/2047 (B) |
687 | 25 | ||||||||
Commercial Mortgage Pass-Through |
||||||||||
Certificates, Ser 2008-C1, Cl A3 |
||||||||||
6.066%, 02/15/2041 (B) |
55 | 57 | ||||||||
Commerical Mortgage Trust, Ser 2007-GG11, Cl A4 |
||||||||||
5.736%, 12/10/2049 |
210 | 219 | ||||||||
Commerical Mortgage Trust, Ser 2007-GG9, Cl AM |
||||||||||
5.475%, 03/10/2039 |
370 | 376 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||||
Credit Suisse Commercial Mortgage Trust, Ser 2007-C3, Cl A4 |
||||||||||
5.700%, 06/15/2039 (B) |
$ | 131 | $ | 133 | ||||||
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2, Cl AMFX |
||||||||||
4.877%, 04/15/2037 |
27 | 25 | ||||||||
CSAIL Commercial Mortgage Trust, Ser 2015- C2, Cl XA, IO |
||||||||||
1.055%, 06/15/2057 (B) |
538 | 29 | ||||||||
CSAIL Commercial Mortgage Trust, Ser 2015- C3, Cl A4 |
||||||||||
3.691%, 08/15/2048 |
45 | 49 | ||||||||
CSAIL Commercial Mortgage Trust, Ser 2015- C3, Cl D |
||||||||||
3.508%, 08/15/2048 (B) |
75 | 53 | ||||||||
CSAIL Commercial Mortgage Trust, Ser 2015- C4, Cl A4 |
||||||||||
3.808%, 11/15/2048 |
155 | 171 | ||||||||
CSAIL Commercial Mortgage Trust, Ser 2016- C5, Cl XA, IO |
||||||||||
1.214%, 11/15/2048 (B) |
998 | 68 | ||||||||
Eddystone Finance, Ser 2006-1, Cl A2 |
||||||||||
1.114%, 04/19/2021 (B) |
GBP | 89 | 116 | |||||||
FNMA Connecticut Avenue Securities, Ser 2013-C01, Cl M1 |
||||||||||
2.453%, 10/25/2023 (B) |
$ | 72 | 72 | |||||||
FNMA Connecticut Avenue Securities, Ser 2014- C01, Cl M1 |
||||||||||
2.046%, 01/25/2024 (B) |
497 | 498 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2014- C02, Cl 2M1 |
||||||||||
1.396%, 05/25/2024 (B) |
11 | 11 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2014- C04, Cl 2M1 |
||||||||||
2.553%, 11/25/2024 (B) |
143 | 144 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M1 |
||||||||||
1.653%, 05/25/2025 (B) |
54 | 54 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M1 |
||||||||||
2.588%, 09/25/2028 (B) |
449 | 453 | ||||||||
GE Commercial Mortgage Trust, Ser 2007-C1, Cl AM |
||||||||||
5.606%, 12/10/2049 (B) |
35 | 34 | ||||||||
GS Mortgage Securities II, Ser 2007-GG10, Cl A4 |
||||||||||
5.794%, 08/10/2045 (B) |
135 | 138 | ||||||||
GS Mortgage Securities II, Ser 2012-ALOH, Cl A |
||||||||||
3.551%, 04/10/2034 (A) |
100 | 108 | ||||||||
GS Mortgage Securities II, Ser GC30, Cl A4 |
||||||||||
3.382%, 05/10/2050 |
160 | 171 |
12 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||
GS Mortgage Securities Trust, Ser 2011-GC5, Cl XA, IO |
||||||||
1.454%, 08/10/2044 (A)(B) |
$ | 357 | $ | 18 | ||||
GS Mortgage Securities Trust, Ser 2013-GC13, Cl XA, IO |
||||||||
0.265%, 07/10/2046 (B) |
2,836 | 21 | ||||||
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4 |
||||||||
4.074%, 01/10/2047 |
95 | 106 | ||||||
GS Mortgage Securities Trust, Ser 2014-GC20, Cl D |
||||||||
4.867%, 04/10/2047 (A)(B) |
80 | 60 | ||||||
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1 |
||||||||
2.452%, 01/25/2035 (B) |
106 | 100 | ||||||
JPMBB Commercial Mortgage Securities, Ser 2014-C23, Cl XA, IO |
||||||||
0.869%, 09/15/2047 (B) |
989 | 39 | ||||||
JPMBB Commercial Mortgage Securities, Ser 2014-C26, Cl A4 |
||||||||
3.494%, 01/15/2048 |
15 | 16 | ||||||
JPMBB Commercial Mortgage Securities, Ser 2015-C27, Cl A4 |
||||||||
3.179%, 02/15/2048 |
25 | 26 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP8, Cl A4 |
||||||||
5.399%, 05/15/2045 |
8 | 8 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A3 |
||||||||
5.336%, 05/15/2047 |
116 | 117 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-C1, Cl A4 |
||||||||
5.716%, 02/15/2051 |
39 | 41 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-CB19, Cl A4 |
||||||||
5.699%, 02/12/2049 (B) |
184 | 189 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4 |
||||||||
6.068%, 02/12/2051 |
28 | 29 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4FL |
||||||||
1.947%, 02/12/2051 (B) |
320 | 309 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl E |
||||||||
4.658%, 10/15/2045 (A)(B) |
100 | 94 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A3 |
||||||||
2.829%, 10/15/2045 |
135 | 141 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-LC9, Cl A5 |
||||||||
2.840%, 12/15/2047 |
135 | 141 |
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2014-INN, Cl A |
||||||||
1.362%, 06/15/2029 (A)(B) |
$ | 130 | $ | 128 | ||||
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
||||||||
2.543%, 12/25/2034 (B) |
80 | 79 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007- C6, Cl A4 |
||||||||
5.858%, 07/15/2040 (B) |
137 | 140 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2008- C1, Cl A2 |
||||||||
6.248%, 04/15/2041 (B) |
44 | 46 | ||||||
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
||||||||
2.579%, 03/10/2049 (A)(B) |
159 | 159 | ||||||
Merrill Lynch Mortgage Trust, Ser 2006-C2, Cl AM |
||||||||
5.782%, 08/12/2043 (B) |
118 | 118 | ||||||
ML-CFC Commercial Mortgage Trust, Ser 2007- 5, Cl AM |
||||||||
5.419%, 08/12/2048 |
40 | 41 | ||||||
ML-CFC Commercial Mortgage Trust, Ser 2007- 5, Cl A4 |
||||||||
5.378%, 08/12/2048 |
113 | 114 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C5, Cl A4 |
||||||||
3.176%, 08/15/2045 |
40 | 43 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C10, Cl A4 |
||||||||
4.219%, 07/15/2046 (B) |
120 | 135 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C12, Cl A4 |
||||||||
4.259%, 10/15/2046 (B) |
65 | 73 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C14, Cl A5 |
||||||||
4.064%, 01/15/2024 |
25 | 28 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C17, Cl A5 |
||||||||
3.741%, 08/15/2047 |
65 | 71 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C19, Cl A4 |
||||||||
3.526%, 12/15/2047 |
55 | 60 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4 |
||||||||
3.249%, 02/15/2048 |
65 | 69 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C22, Cl A4 |
||||||||
3.306%, 05/15/2046 |
60 | 64 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C26, Cl XA, IO |
||||||||
1.128%, 10/15/2048 (B) |
134 | 10 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl E |
||||||||
5.326%, 10/12/2052 (A)(B) |
$ | 10 | $ | 9 | ||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl D |
||||||||
5.326%, 10/12/2052 (A)(B) |
15 | 14 | ||||||
Morgan Stanley Capital I Trust, Ser 2007-HQ13, Cl A3 |
||||||||
5.569%, 12/15/2044 |
95 | 98 | ||||||
Morgan Stanley Capital I Trust, Ser 2007-IQ14, Cl A4 |
||||||||
5.692%, 04/15/2049 (B) |
160 | 163 | ||||||
Morgan Stanley Capital I Trust, Ser 2008- TOP29, Cl D |
||||||||
6.275%, 01/11/2043 (A)(B) |
35 | 35 | ||||||
Morgan Stanley Capital I Trust, Ser 2012-C4, Cl A4 |
||||||||
3.244%, 03/15/2045 |
140 | 149 | ||||||
Morgan Stanley Re-REMIC Trust, Ser 2010- GG10, Cl A4A |
||||||||
5.794%, 08/15/2045 (A)(B) |
246 | 251 | ||||||
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B |
||||||||
4.144%, 01/05/2035 (A)(B) |
120 | 120 | ||||||
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |
||||||||
3.872%, 01/05/2035 (A)(B) |
135 | 133 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl A4 |
||||||||
3.091%, 08/10/2049 |
40 | 42 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
||||||||
3.185%, 03/10/2046 |
130 | 138 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl A4 |
||||||||
3.244%, 04/10/2046 |
40 | 43 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl A3 |
||||||||
2.971%, 04/10/2046 |
70 | 73 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl D |
||||||||
4.776%, 10/15/2045 (A)(B) |
35 | 33 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-LC22, Cl A4 |
||||||||
3.839%, 09/15/2058 |
35 | 39 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS1, Cl D |
||||||||
4.104%, 05/15/2048 (B) |
65 | 50 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2011- C4, Cl A4 |
||||||||
4.902%, 06/15/2044 (A)(B) |
120 | 136 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||||
WFRBS Commercial Mortgage Trust, Ser 2011- C5, Cl A4 |
||||||||||
3.667%, 11/15/2044 |
$ | 45 | $ | 49 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2012- C10, Cl A3 |
||||||||||
2.875%, 12/15/2045 |
195 | 204 | ||||||||
WFRBS Commercial Mortgage Trust, Ser 2012- C6, Cl D |
||||||||||
5.756%, 04/15/2022 (A)(B) |
55 | 56 | ||||||||
WFRBS Commercial Mortgage Trust, Ser 2012- C8, Cl A3 |
||||||||||
3.001%, 08/15/2045 |
20 | 21 | ||||||||
WFRBS Commercial Mortgage Trust, Ser 2012- C9, Cl A3 |
||||||||||
2.870%, 11/15/2045 |
75 | 79 | ||||||||
WFRBS Commercial Mortgage Trust, Ser 2014- C20, Cl A5 |
||||||||||
3.995%, 05/15/2047 |
65 | 72 | ||||||||
WFRBS Commercial Mortgage Trust, Ser 2014- C21, Cl A5 |
||||||||||
3.678%, 08/15/2047 |
60 | 65 | ||||||||
WFRBS Commerical Mortgage Trust, Ser 2013- C15, Cl A3 |
||||||||||
3.881%, 08/15/2046 |
70 | 77 | ||||||||
|
|
|||||||||
12,657 | ||||||||||
|
|
|||||||||
Total Mortgage-Backed Securities |
15,015 | |||||||||
|
|
|||||||||
U.S. TREASURY OBLIGATIONS 2.0% |
|
|||||||||
U.S. Treasury Bills |
||||||||||
0.240%, 09/22/2016 (C)(D) |
9,640 | 9,634 | ||||||||
U.S. Treasury Inflation Indexed Bonds |
||||||||||
0.250%, 01/15/2025 |
280 | 284 | ||||||||
|
|
|||||||||
Total U.S. Treasury Obligations |
9,918 | |||||||||
|
|
|||||||||
CORPORATE OBLIGATIONS 1.0% |
|
|||||||||
United States 1.0% |
||||||||||
Anadarko Petroleum |
||||||||||
6.375%, 09/15/2017 |
87 | 92 | ||||||||
Charter Communications Operating |
||||||||||
4.908%, 07/23/2025 (A) |
375 | 410 | ||||||||
3.579%, 07/23/2020 (A) |
180 | 188 | ||||||||
CNA Financial |
||||||||||
7.250%, 11/15/2023 |
110 | 134 | ||||||||
Cox Communications |
||||||||||
2.950%, 06/30/2023 (A) |
127 | 122 |
14 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
CORPORATE OBLIGATIONS (continued) |
|
|||||||||
Diamond 1 Finance |
||||||||||
5.450%, 06/15/2023 (A) |
$ | 240 | $ | 249 | ||||||
4.420%, 06/15/2021 (A) |
240 | 247 | ||||||||
EnLink Midstream Partners |
||||||||||
4.150%, 06/01/2025 |
250 | 230 | ||||||||
Enterprise Products Operating |
||||||||||
5.950%, 02/01/2041 |
70 | 82 | ||||||||
GE Capital International Funding |
||||||||||
2.342%, 11/15/2020 (A) |
554 | 571 | ||||||||
General Motors Financial |
||||||||||
1.989%, 04/10/2018 (B) |
328 | 329 | ||||||||
Hewlett Packard Enterprise |
||||||||||
4.900%, 10/15/2025 (A) |
350 | 366 | ||||||||
Marathon Oil |
||||||||||
6.600%, 10/01/2037 |
97 | 98 | ||||||||
Mylan |
||||||||||
3.150%, 06/15/2021 (A) |
349 | 354 | ||||||||
Navient MTN |
||||||||||
5.500%, 01/15/2019 |
248 | 248 | ||||||||
Pioneer Natural Resources |
||||||||||
4.450%, 01/15/2026 |
75 | 82 | ||||||||
PNC Bank |
||||||||||
2.700%, 11/01/2022 |
445 | 450 | ||||||||
S&P Global |
||||||||||
5.900%, 11/15/2017 |
325 | 344 | ||||||||
Sunoco Logistics Partners Operations |
||||||||||
4.250%, 04/01/2024 |
136 | 137 | ||||||||
Time Warner |
||||||||||
4.875%, 03/15/2020 |
150 | 167 | ||||||||
Williams Partners |
||||||||||
4.000%, 11/15/2021 |
150 | 146 | ||||||||
|
|
|||||||||
5,046 | ||||||||||
|
|
|||||||||
Total Corporate Obligations |
5,046 | |||||||||
|
|
|||||||||
ASSET-BACKED SECURITY 0.0% |
| |||||||||
Other Asset-Backed |
||||||||||
Volta Electricity Receivables, |
||||||||||
4.172%, 02/16/2017 |
EUR | 58 | 65 | |||||||
|
|
|||||||||
Total Asset-Backed Security |
65 | |||||||||
|
|
|||||||||
Total Investments 98.4% |
$ | 501,626 | ||||||||
|
|
|
||||||||||||
Description | Contracts | Market Value ($ Thousands) |
||||||||||
|
||||||||||||
PURCHASED SWAPTION(E) 0.0% |
|
|||||||||||
CAD Put MXN Call, Expires 08/12/2016, |
||||||||||||
Strike Price $13.90* |
4,750,000 | $ | 24 | |||||||||
|
|
|||||||||||
Total Purchased Swaption |
$ | 24 | ||||||||||
|
|
|||||||||||
WRITTEN SWAPTIONS (E) 0.0% |
|
|||||||||||
CAD Put MXN Call, Expires 08/12/2016 |
||||||||||||
Strike Price $14.70* |
(4,750,000 | ) | $ | (17) | ||||||||
CAD Put MXN Call, Expires 08/12/2016 |
||||||||||||
Strike Price $13.35* |
(4,750,000 | ) | (3) | |||||||||
GBP Put USD Call, Expires 07/08/2016 |
||||||||||||
Strike Price $0.80* |
(3,629,000 | ) | (1) | |||||||||
|
|
|||||||||||
Written Swaptions |
||||||||||||
(Premiums Received $84) ($ Thousands) |
$ | (21) | ||||||||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2016, is as follows:
|
||||||||||||
Type of Contract | Number of Contracts Long (Short) |
Expiration Date | Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
Australian 10-Year Bond |
31 | Sep-2016 | $40 | |||||||||
Australian 10-Year Bond |
36 | Sep-2016 | 49 | |||||||||
Australian 3-Year Bond |
1 | Sep-2016 | | |||||||||
Canadian 10-Year Bond |
(16) | Sep-2016 | (14) | |||||||||
Canadian 10-Year Bond |
(10) | Sep-2016 | (29) | |||||||||
Euro |
(180) | Sep-2016 | 430 | |||||||||
Euro-Bob |
37 | Sep-2016 | 30 | |||||||||
Euro-Bob |
(39) | Sep-2016 | (57) | |||||||||
Euro-BTP |
(5) | Sep-2016 | (11) | |||||||||
Euro-Bund |
10 | Sep-2016 | 19 | |||||||||
Euro-Bund Index |
63 | Sep-2016 | 77 | |||||||||
Euro-Bund Index |
(12) | Sep-2016 | (48) | |||||||||
Euro-Buxl 30 Year Bond |
9 | Sep-2016 | 142 | |||||||||
Euro-Buxl Index |
(7) | Sep-2016 | (118) | |||||||||
Euro-Schatz |
56 | Sep-2016 | 12 | |||||||||
Japanese 10-Year Bond |
3 | Sep-2016 | 21 | |||||||||
Japanese 10-Year MINI |
73 | Sep-2016 | 43 | |||||||||
Long Gilt 10-Year Bond |
(26) | Sep-2016 | (108) | |||||||||
Long Gilt 10-Year Bond |
50 | Sep-2016 | 312 | |||||||||
Short Gilt Future |
(5) | Sep-2016 | (3) | |||||||||
U.S. 10-Year Treasury Note |
(169) | Sep-2016 | (371) | |||||||||
U.S. 2-Year Treasury Note |
(52) | Sep-2016 | (80) | |||||||||
U.S. 5-Year Treasury Note |
(20) | Sep-2016 | (20) | |||||||||
U.S. 5-Year Treasury Note |
42 | Sep-2016 | 94 | |||||||||
U.S. Long Treasury Bond |
23 | Sep-2016 | 211 | |||||||||
U.S. Long Treasury Bond |
(2) | Sep-2016 | (19) | |||||||||
U.S. Ultra Long Treasury Bond |
(31) | Sep-2016 | (340) | |||||||||
Ultra 10-Year U.S. Treasury Bond |
(35) | Sep-2016 | (177) | |||||||||
|
|
|||||||||||
$85 | ||||||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
For the period ended June 30, 2016, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
A list of the forward foreign currency contracts held by the Fund at June 30, 2016, is as follows:
|
||||||||||||||||||
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||
|
||||||||||||||||||
07/01/16-03/08/17 |
USD | 469 | ARS | 7,986 | $32 | |||||||||||||
07/05/16-12/12/16 |
ARS | 2,396 | USD | 156 | 1 | |||||||||||||
07/05/16-08/03/16 |
NZD | 6,385 | USD | 4,491 | (50) | |||||||||||||
07/05/16-07/29/16 |
USD | 11,370 | GBP | 8,003 | (672) | |||||||||||||
07/05/16-08/05/16 |
USD | 13,020 | JPY | 1,358,130 | 234 | |||||||||||||
07/05/16-08/03/16 |
USD | 15,142 | EUR | 13,662 | 48 | |||||||||||||
07/05/16-08/12/16 |
AUD | 20,486 | USD | 15,211 | (24) | |||||||||||||
07/05/16-09/09/16 |
SEK | 22,738 | USD | 2,710 | 21 | |||||||||||||
07/05/16-01/04/17 |
BRL | 29,113 | USD | 8,047 | (899) | |||||||||||||
07/05/16-08/03/16 |
DKK | 53,404 | USD | 8,009 | 28 | |||||||||||||
07/05/16-09/08/16 |
CAD | 56,757 | USD | 44,048 | 334 | |||||||||||||
07/05/16-08/03/16 |
GBP | 71,561 | USD | 100,302 | 4,639 | |||||||||||||
07/05/16-08/19/16 |
EUR | 265,594 | USD | 297,022 | 1,754 | |||||||||||||
07/05/16-08/05/16 |
JPY | 15,628,889 | USD | 147,772 | (4,706) | |||||||||||||
07/12/16-07/12/16 |
USD | 2,615 | ZAR | 39,223 | 59 | |||||||||||||
07/12/16-07/29/16 |
ZAR | 29,737 | USD | 1,955 | (71) | |||||||||||||
07/15/16-07/15/16 |
USD | 1,361 | INR | 91,730 | (5) | |||||||||||||
07/15/16-07/15/16 |
USD | 2,187 | MYR | 8,914 | 32 | |||||||||||||
07/15/16-07/29/16 |
SGD | 3,598 | USD | 2,665 | (9) | |||||||||||||
07/15/16-07/29/16 |
MYR | 12,474 | USD | 3,164 | 54 | |||||||||||||
07/20/16-07/20/16 |
CNY | 24,588 | USD | 3,729 | 34 | |||||||||||||
07/29/16 |
USD | 112 | NOK | 940 | 1 | |||||||||||||
07/29/16 |
USD | 132 | NZD | 185 | (1) | |||||||||||||
07/29/16-07/29/16 |
USD | 351 | AUD | 471 | (1) | |||||||||||||
07/29/16-07/29/16 |
USD | 441 | SEK | 3,744 | 2 | |||||||||||||
07/29/16 |
USD | 647 | MXN | 12,091 | 7 | |||||||||||||
07/29/16 |
ILS | 777 | USD | 202 | | |||||||||||||
07/29/16 |
CHF | 2,375 | USD | 2,449 | 7 | |||||||||||||
07/29/16-07/29/16 |
NOK | 4,050 | USD | 488 | 4 | |||||||||||||
07/29/16-07/29/16 |
PLN | 10,815 | USD | 2,786 | 57 | |||||||||||||
07/29/16 |
CZK | 13,857 | USD | 578 | 8 | |||||||||||||
07/29/16 |
THB | 26,964 | USD | 765 | (2) | |||||||||||||
07/29/16-08/04/16 |
MXN | 116,135 | USD | 6,134 | (144) | |||||||||||||
07/29/16-07/29/16 |
KRW | 4,200,106 | USD | 3,627 | (15) | |||||||||||||
08/05/16-08/05/16 |
USD | 3,582 | TWD | 115,607 | 11 | |||||||||||||
08/05/16-08/05/16 |
TWD | 145,210 | USD | 4,471 | (43) | |||||||||||||
08/10/16 |
USD | 1,284 | TRY | 3,913 | 65 | |||||||||||||
08/10/16-08/10/16 |
TRY | 2,499 | USD | 843 | (18) | |||||||||||||
08/18/16-08/18/16 |
USD | 1,405 | RUB | 91,770 | 14 | |||||||||||||
09/08/16 |
USD | 210 | CAD | 269 | (3) | |||||||||||||
01/04/17 |
USD | 1,706 | BRL | 6,397 | 186 | |||||||||||||
|
|
|||||||||||||||||
$969 | ||||||||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2016, is as follows:
|
||||||||||||
Counterparty | Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
Bank of America |
$(12,914) | $13,000 | $86 | |||||||||
Barclays PLC |
(30,984) | 31,656 | 672 | |||||||||
BNP Paribas |
(62,163) | 62,110 | (53) | |||||||||
Brown Brothers Harriman |
(315,322) | 314,723 | (599) | |||||||||
BT Brokerage |
(5,492) | 5,492 | | |||||||||
Citigroup |
(49,805) | 52,564 | 2,759 | |||||||||
Credit Suisse First Boston |
(1,680) | 1,660 | (20) | |||||||||
Deutsche Bank |
(3,999) | 4,018 | 19 | |||||||||
Goldman Sachs |
(16,079) | 15,852 | (227) | |||||||||
HSBC |
(20,545) | 20,700 | 155 | |||||||||
ITG |
(10,373) | 10,137 | (236) | |||||||||
JPMorgan Chase Bank |
(48,400) | 48,073 | (327) | |||||||||
Morgan Stanley |
(3,404) | 3,415 | 11 | |||||||||
National Bank of Australia |
(7,759) | 7,681 | (78) | |||||||||
Northern Trust |
(56,033) | 54,071 | (1,962) | |||||||||
RBC |
(9,706) | 9,780 | 74 | |||||||||
Royal Bank of Scotland |
(8,578) | 8,595 | 17 | |||||||||
U.S. Bancorp |
(17,803) | 18,345 | 542 | |||||||||
UBS |
(35,233) | 35,393 | 160 | |||||||||
Westpac Banking |
(427) | 403 | (24) | |||||||||
|
|
|||||||||||
$969 | ||||||||||||
|
|
For the period ended June 30, 2016, the total amount of all open forward foreign currency contracts, as presented in the table above are representative of the volume of activity for this derivative type during the period.
16 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Continued)
A list of open OTC swap agreements held by the Fund at June 30, 2016, are as follows:
|
||||||||||||||||
Interest Rate Swaps | ||||||||||||||||
|
||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Depreciation ($ Thousands) |
||||||||||
|
||||||||||||||||
Citibank |
2.83% | 3 Month USD - LIBOR | 08/08/23 | USD | 6,000 | $(754) | ||||||||||
Citibank |
EU CPI Overall Excluding Tobacco | 1.22% | 04/03/19 | EUR | 2,450 | (45) | ||||||||||
Citigroup |
3.79% | 6-Month GBP - LIBOR | 05/19/19 | GBP | 2,500 | (328) | ||||||||||
|
|
|||||||||||||||
$(1,127) | ||||||||||||||||
|
|
|
||||||||||||||||
Credit Default Swaps | ||||||||||||||||
|
||||||||||||||||
Counterparty | Reference Entity/Obligation |
Buy/Sell Protection |
(Pays)/Receives Rate |
Termination Date |
Notional Amount ($ Thousands) |
Net Unrealized Appreciation (Depreciation) ($Thousands) |
||||||||||
|
||||||||||||||||
Credit Suisse |
CMBX-BBB--303961 | Sell | 3.00 | 05/11/49 | $(373) | $1 | ||||||||||
Credit Suisse |
CMBX-BBB--304019 | Sell | 3.00 | 05/11/49 | (127) | | ||||||||||
Credit Suisse |
CMBX-BB-311106 | Sell | 5.00 | 05/11/49 | (240) | (1) | ||||||||||
Credit Suisse |
CMBX-BBB--294513 | Sell | 3.00 | 05/11/49 | (460) | 2 | ||||||||||
Credit Suisse |
CMBX-BB-242767 | Sell | 5.00 | 05/11/49 | (370) | 13 | ||||||||||
|
|
|||||||||||||||
$15 | ||||||||||||||||
|
|
|||||||||||||||
A list of open centrally cleared swap agreements held by the Fund at June 30, 2016, are as follows:
|
| |||||||||||||||
|
||||||||||||||||
Interest Rate Swaps | ||||||||||||||||
|
||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date |
Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||
|
||||||||||||||||
Citibank |
3.34% | 6-Month GBP - LIBOR | 01/17/44 | GBP | 1,000 | $(692) | ||||||||||
JPMorgan Chase Bank |
6-Month JPY - LIBOR | 1.56% | 11/28/33 | JPY | 600,000 | 1,508 | ||||||||||
JPMorgan Chase Bank |
1.90% | 6-Month EUR - EURIBOR | 03/24/24 | EUR | 2,200 | (321) | ||||||||||
JPMorgan Chase Bank |
2.87% | 6-Month GBP - LIBOR | 02/14/24 | GBP | 250 | (52) | ||||||||||
JPMorgan Chase Bank |
1.49% | 6-Month EUR - EURIBOR | 11/21/23 | EUR | 5,500 | (826) | ||||||||||
JPMorgan Chase Bank |
1.49% | 6-Month EUR - EURIBOR | 09/12/18 | EUR | 7,000 | (292) | ||||||||||
Morgan Stanley |
2.13% | 3-Month USD - LIBOR | 11/09/25 | USD | 2,240 | (162) | ||||||||||
|
|
|||||||||||||||
$(837) | ||||||||||||||||
|
|
For the period ended June 30, 2016, the total amount of all swap agreements, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
Percentages are based on a Net Assets of $509,805
($ Thousands).
(A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2016, the value of these securities amounted to $53,216 ($ Thousands), 10.4% representing of the net assets of the Fund. |
(B) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2016. |
(C) | Security, or portion thereof, has been pledged as collateral on open futures contracts. |
(D) | The rate reported is the effective yield at time of purchase. |
(E) | For the period ended June 30, 2016, the total amount of open purchased swaptions, written options and written swaptions, as presented in the Schedule of Investments, are representative of the volume of activity for these derivative types during the period. |
* | Non-income producing security. |
@ At June 30, 2016, the tax basis cost of the Funds investments was $494,134 ($ Thousands), and the unrealized appreciation and depreciation were $25,141 ($ Thousands) and $(17,649)
($ Thousands), respectively.
ARS Argentine Peso
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
Cl Class
CNY Chinese Renminbi
CPI Consumer Price Index
CZK Czech Koruna
DKK Danish Krone
EUR Euro
EURIBOR Euro London Interbank Offered Rate
FHLMC Federal Home Loan Mortgage Corporation
FNMA Federal National Mortgage Association
GBP British Pound Sterling
ILS Isreali Shekel
INR India Rupee
IO Interest Only
JPY Japanese Yen
KRW Korean Won
LIBOR London Interbank Offered Rate
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NOK Norweigan Krone
NZD New Zealand Dollar
PLC Public Limited Company
PLN Polish Zlotty
RUB Russian Ruble
SEK Swedish Krona
Ser Series
SGD Singapore Dollar
THB Thai Bhat
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
International Fixed Income Fund (Concluded)
TRY Turkish Lira
TWD Taiwan Dollar
USD U.S. Dollar
ZAR South African Rand
The following is a list of the level of inputs used as of June 30, 2016, in valuing the Funds investments and other financial instrments carried at value ($ Thousands):
|
||||||||||||||||
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
||||||||||||||||
Global Bonds |
$ | | $ | 471,582 | $ | | $ | 471,582 | ||||||||
Mortgage-Backed Securities |
| 15,015 | | 15,015 | ||||||||||||
Corporate Obligations |
| 5,046 | | 5,046 | ||||||||||||
Asset-Backed Security |
| 65 | | 65 | ||||||||||||
U.S. Treasury Obligations |
| 9,918 | | 9,918 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 501,626 | $ | | $ | 501,626 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
|
||||||||||||||||
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
||||||||||||||||
Purchased Swaptions |
$ | 24 | $ | | $ | | $ | 24 | ||||||||
Written Swaptions |
(21) | | | (21) | ||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
1,480 | | | 1,480 | ||||||||||||
Unrealized Depreciation |
(1,395) | | | (1,395) | ||||||||||||
Forwards Contracts * |
||||||||||||||||
Unrealized Appreciation |
| 7,632 | | 7,632 | ||||||||||||
Unrealized Depreciation |
| (6,663) | | (6,663) | ||||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Depreciation |
| (1,127) | | (1,127) | ||||||||||||
Credit Default Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 16 | | 16 | ||||||||||||
Unrealized Depreciation |
| (1) | | (1) | ||||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 1,508 | | 1,508 | ||||||||||||
Unrealized Depreciation |
| (2,345) | | (2,345) | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 88 | $ | (980) | $ | | $ | (892) | ||||||||
|
|
|
|
|
|
|
|
* Futures contracts, forwards contracts, and swap contracts are valued at the net unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2016, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2016, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
18 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS 96.1% |
| |||||||||
Angola 0.3% |
| |||||||||
Angolan Government International Bond |
||||||||||
9.500%, 11/12/2025 (A) |
$ | 3,715 | $ | 3,679 | ||||||
Republic of Angola Via Northern Lights III |
||||||||||
7.000%, 08/16/2019 |
609 | 613 | ||||||||
|
|
|||||||||
4,292 | ||||||||||
|
|
|||||||||
Argentina 3.8% |
||||||||||
Arcor SAIC |
||||||||||
6.000%, 07/06/2023 (B) |
183 | 183 | ||||||||
Argentina Bonar Bonds |
||||||||||
33.117%, 10/09/2017 (C) |
ARS | 4,870 | 358 | |||||||
31.664%, 03/01/2018 (C) |
4,696 | 331 | ||||||||
Argentine Bonad Bonds |
||||||||||
2.400%, 03/18/2018 |
$ | 1,568 | 1,479 | |||||||
Cablevision |
||||||||||
6.500%, 06/15/2021 (A)(B) |
214 | 218 | ||||||||
City of Buenos Aires Argentina |
||||||||||
7.500%, 06/01/2027 (B) |
969 | 1,010 | ||||||||
Letras del Banco Central de la Republica Argentina |
||||||||||
30.041%, 07/20/2016 (D) |
ARS | 10,312 | 680 | |||||||
26.923%, 01/18/2017 (D) |
28,917 | 1,686 | ||||||||
Provincia de Buenos Aires |
||||||||||
9.950%, 06/09/2021 (B) |
$ | 1,240 | 1,386 | |||||||
Provincia de Cordoba |
||||||||||
7.125%, 06/10/2021 (B) |
531 | 532 | ||||||||
Republic of Argentina |
||||||||||
8.750%, 06/02/2017 |
1,150 | 1,201 | ||||||||
8.750%, 05/07/2024 |
2,300 | 2,667 | ||||||||
8.280%, 12/31/2033 |
9,057 | 10,099 | ||||||||
8.280%, 12/31/2033 |
2,748 | 3,023 | ||||||||
7.820%, 12/31/2033 |
EUR | 10,338 | 11,858 | |||||||
7.820%, 12/31/2033 |
2,412 | 2,736 | ||||||||
7.500%, 04/22/2026 (B) |
$ | 410 | 443 | |||||||
7.500%, 04/22/2026 |
751 | 812 | ||||||||
7.500%, 04/22/2026 |
866 | 936 | ||||||||
7.125%, 07/06/2036 |
1,107 | 1,107 | ||||||||
6.875%, 04/22/2021 |
735 | 784 | ||||||||
6.875%, 04/22/2021 |
562 | 599 | ||||||||
6.250%, 04/22/2019 |
85 | 89 | ||||||||
6.250%, 04/22/2019 |
150 | 156 | ||||||||
4.191%, 12/15/2035 (C) |
EUR | 20,281 | 2,321 | |||||||
3.380%, 12/31/2038 (E)(F) |
568 | 387 | ||||||||
3.043%, 12/15/2035 (C) |
$ | 1,605 | 164 | |||||||
2.500%, 03/31/2019 (F) |
3,031 | 2,046 | ||||||||
0.750%, 02/22/2017 |
3,138 | 3,043 | ||||||||
0.044%, 12/15/2035 (C) |
11,382 | 1,201 | ||||||||
YPF |
||||||||||
31.354%, 07/07/2020 (B)(C) |
500 | 500 | ||||||||
8.750%, 04/04/2024 (A)(B) |
524 | 561 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
8.500%, 07/28/2025 (B) |
$ | 2,463 | $ | 2,604 | ||||||
|
|
|||||||||
57,200 | ||||||||||
|
|
|||||||||
Armenia 0.2% |
|
|||||||||
Republic of Armenia |
||||||||||
7.150%, 03/26/2025 (B) |
2,476 | 2,513 | ||||||||
|
|
|||||||||
Azerbaijan 1.1% |
|
|||||||||
Republic of Azerbaijan |
||||||||||
4.750%, 03/18/2024 |
1,900 | 1,921 | ||||||||
4.750%, 03/18/2024 (A)(B) |
752 | 761 | ||||||||
Southern Gas Corridor |
||||||||||
6.875%, 03/24/2026 |
1,833 | 1,975 | ||||||||
State Oil of the Azerbaijan Republic |
||||||||||
6.950%, 03/18/2030 |
1,463 | 1,542 | ||||||||
6.950%, 03/18/2030 |
5,561 | 5,853 | ||||||||
4.750%, 03/13/2023 |
3,835 | 3,668 | ||||||||
4.750%, 03/13/2023 (A) |
500 | 478 | ||||||||
|
|
|||||||||
16,198 | ||||||||||
|
|
|||||||||
Bahrain 0.0% |
|
|||||||||
Bahrain Government International Bond |
||||||||||
7.000%, 01/26/2026 (B) |
641 | 653 | ||||||||
|
|
|||||||||
Belize 0.1% |
|
|||||||||
Belize Government International Bond |
||||||||||
5.000%, 02/20/2038 (F) |
2,637 | 1,483 | ||||||||
|
|
|||||||||
Bermuda 0.2% |
|
|||||||||
Government of Bermuda |
||||||||||
4.854%, 02/06/2024 |
2,480 | 2,654 | ||||||||
|
|
|||||||||
Brazil 8.3% |
|
|||||||||
Banco Nacional de Desenvolvimento Economico e Social |
||||||||||
6.500%, 06/10/2019 (B) |
660 | 696 | ||||||||
Braskem Finance |
||||||||||
5.750%, 04/15/2021 |
1,797 | 1,801 | ||||||||
Brazil Letras do Tesouro Nacional |
||||||||||
17.573%, 07/01/2019 (D) |
BRL | 11,540 | 2,547 | |||||||
15.757%, 01/01/2019 (D) |
140,052 | 32,679 | ||||||||
14.857%, 01/01/2020 (D) |
25,000 | 5,219 | ||||||||
13.448%, 10/01/2016 (D) |
19,526 | 5,889 | ||||||||
13.077%, 07/01/2018 (D) |
23,119 | 5,698 | ||||||||
10.538%, 01/01/2018 (D) |
63,794 | 16,612 | ||||||||
6.458%, 01/01/2019 (D) |
8,972 | 2,091 | ||||||||
Brazil Loan Trust 1 |
||||||||||
5.477%, 07/24/2023 (B) |
$ | 517 | 490 | |||||||
5.477%, 07/24/2023 |
351 | 331 | ||||||||
Brazil Minas SPE via State of Minas Gerais |
||||||||||
5.333%, 02/15/2028 |
1,176 | 1,050 | ||||||||
5.333%, 02/15/2028 |
600 | 535 | ||||||||
Brazil Notas do Tesouro Nacional |
||||||||||
10.000%, 01/01/2017 |
BRL | 197 | 60 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Brazil Notas do Tesouro Nacional, Serie B |
||||||||||
6.000%, 05/15/2035 |
BRL | 1,000 | $ | 912 | ||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||||
10.000%, 01/01/2018 |
4,760 | 1,433 | ||||||||
10.000%, 01/01/2019 |
850 | 254 | ||||||||
10.000%, 01/01/2021 |
19,202 | 5,577 | ||||||||
10.000%, 01/01/2023 |
15,738 | 4,464 | ||||||||
10.000%, 01/01/2025 |
35,833 | 10,006 | ||||||||
10.000%, 01/01/2027 |
3,804 | 1,045 | ||||||||
Brazilian Government International Bond |
||||||||||
6.000%, 04/07/2026 |
$ | 371 | 403 | |||||||
BRF |
||||||||||
4.750%, 05/22/2024 |
1,660 | 1,648 | ||||||||
Cosan |
||||||||||
7.000%, 01/20/2027 (A) |
281 | 279 | ||||||||
ESAL GmbH |
||||||||||
6.250%, 02/05/2023 (B) |
263 | 260 | ||||||||
Federal Republic of Brazil |
||||||||||
8.250%, 01/20/2034 |
2,540 | 3,086 | ||||||||
7.125%, 01/20/2037 (A) |
2,058 | 2,315 | ||||||||
5.625%, 01/07/2041 |
1,540 | 1,494 | ||||||||
5.000%, 01/27/2045 |
2,112 | 1,895 | ||||||||
4.875%, 01/22/2021 |
4,743 | 4,997 | ||||||||
2.625%, 01/05/2023 |
1,154 | 1,052 | ||||||||
GTL Trade Finance |
||||||||||
5.893%, 04/29/2024 (B) |
333 | 294 | ||||||||
Klabin Finance |
||||||||||
5.250%, 07/16/2024 |
790 | 776 | ||||||||
Marfrig Overseas |
||||||||||
9.500%, 05/04/2020 (B) |
835 | 859 | ||||||||
9.500%, 05/04/2020 |
371 | 381 | ||||||||
Minerva Luxembourg |
||||||||||
7.750%, 01/31/2023 |
1,600 | 1,643 | ||||||||
Petrobras Global Finance |
||||||||||
8.750%, 05/23/2026 |
1,458 | 1,465 | ||||||||
Petrobras International Finance |
||||||||||
5.750%, 01/20/2020 |
615 | 594 | ||||||||
5.375%, 01/27/2021 |
2,300 | 2,107 | ||||||||
|
|
|||||||||
124,937 | ||||||||||
|
|
|||||||||
Cameroon 0.2% |
||||||||||
Republic of Cameroon International Bond |
||||||||||
9.500%, 11/19/2025 |
3,700 | 3,738 | ||||||||
|
|
|||||||||
Chile 1.5% |
||||||||||
Banco del Estado de Chile MTN |
||||||||||
4.125%, 10/07/2020 |
30 | 32 | ||||||||
3.875%, 02/08/2022 (B) |
230 | 244 | ||||||||
BancoEstado |
||||||||||
4.125%, 10/07/2020 (B) |
270 | 287 | ||||||||
Bonos de la Tesoreria de la Republica en pesos |
||||||||||
6.000%, 01/01/2020 |
CLP | 80,000 | 132 | |||||||
6.000%, 01/01/2022 |
895,000 | 1,516 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Bonos del Banco Central de Chile en Pesos |
||||||||||
6.000%, 02/01/2021 |
CLP | 790,000 | $ | 1,318 | ||||||
6.000%, 03/01/2022 |
740,000 | 1,247 | ||||||||
Chile Government International Bond |
||||||||||
3.125%, 01/21/2026 |
$ | 1,144 | 1,181 | |||||||
Empresa Electrica Angamos |
||||||||||
4.875%, 05/25/2029 (B) |
1,323 | 1,300 | ||||||||
Empresa Nacional del Petroleo |
||||||||||
6.250%, 07/08/2019 (B) |
100 | 110 | ||||||||
6.250%, 07/08/2019 |
50 | 55 | ||||||||
5.250%, 08/10/2020 (B) |
240 | 260 | ||||||||
5.250%, 08/10/2020 |
100 | 108 | ||||||||
4.375%, 10/30/2024 (B) |
564 | 580 | ||||||||
Nacional del Cobre de Chile |
||||||||||
6.150%, 10/24/2036 |
1,748 | 2,036 | ||||||||
5.625%, 09/21/2035 |
880 | 962 | ||||||||
5.625%, 10/18/2043 |
250 | 280 | ||||||||
4.875%, 11/04/2044 (B) |
2,280 | 2,290 | ||||||||
4.500%, 09/16/2025 (B) |
726 | 760 | ||||||||
3.000%, 07/17/2022 (B) |
843 | 834 | ||||||||
Republic of Chile |
||||||||||
5.500%, 08/05/2020 |
CLP | 323,000 | 516 | |||||||
3.125%, 03/27/2025 |
$ | 750 | 788 | |||||||
2.250%, 10/30/2022 |
6,306 | 6,357 | ||||||||
VTR Finance |
||||||||||
6.875%, 01/15/2024 (B) |
106 | 106 | ||||||||
|
|
|||||||||
23,299 | ||||||||||
|
|
|||||||||
China 0.9% |
||||||||||
CNOOC Curtis Funding No. 1 Pty |
||||||||||
4.500%, 10/03/2023 |
650 | 705 | ||||||||
CNOOC Finance |
||||||||||
3.500%, 05/05/2025 |
234 | 237 | ||||||||
Sinochem Offshore Capital MTN |
||||||||||
3.250%, 04/29/2019 (B) |
1,432 | 1,462 | ||||||||
Sinochem Overseas Capital |
||||||||||
4.500%, 11/12/2020 |
1,723 | 1,833 | ||||||||
Sinopec Capital |
||||||||||
3.125%, 04/24/2023 (B) |
539 | 539 | ||||||||
Sinopec Group Overseas Development |
||||||||||
4.375%, 04/10/2024 (B) |
800 | 864 | ||||||||
3.500%, 05/03/2026 (B) |
1,070 | 1,094 | ||||||||
3.250%, 04/28/2025 |
3,600 | 3,633 | ||||||||
2.750%, 05/03/2021 (B) |
1,070 | 1,089 | ||||||||
State Grid Overseas Investment |
||||||||||
4.125%, 05/07/2024 (B) |
1,216 | 1,339 | ||||||||
Three Gorges Finance I Cayman Islands |
||||||||||
3.150%, 06/02/2026 (B) |
448 | 463 | ||||||||
|
|
|||||||||
13,258 | ||||||||||
|
|
|||||||||
Colombia 5.1% |
||||||||||
Bogota Distrito Capital |
||||||||||
9.750%, 07/26/2028 (B) |
COP | 8,820,000 | 3,084 |
2 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
9.750%, 07/26/2028 |
COP | 370,000 | $ | 129 | ||||||
Colombian TES |
||||||||||
10.000%, 07/24/2024 |
7,803,700 | 3,119 | ||||||||
7.750%, 09/18/2030 |
29,952,500 | 10,368 | ||||||||
7.500%, 08/26/2026 |
20,747,200 | 7,084 | ||||||||
7.000%, 05/04/2022 |
30,230,600 | 10,369 | ||||||||
6.000%, 04/28/2028 |
14,057,000 | 4,231 | ||||||||
5.000%, 11/21/2018 |
9,271,400 | 3,071 | ||||||||
Ecopetrol |
||||||||||
5.875%, 09/18/2023 |
$ | 1,329 | 1,369 | |||||||
5.875%, 05/28/2045 |
788 | 685 | ||||||||
5.375%, 06/26/2026 |
717 | 697 | ||||||||
Emgesa ESP |
||||||||||
8.750%, 01/25/2021 |
COP | 870,000 | 284 | |||||||
Empresas Publicas de Medellin ESP |
||||||||||
8.375%, 02/01/2021 |
3,962,000 | 1,280 | ||||||||
7.625%, 09/10/2024 (B) |
3,116,000 | 927 | ||||||||
Financiera de Desarrollo Territorial Findeter |
||||||||||
7.875%, 08/12/2024 (B) |
1,447,000 | 435 | ||||||||
7.875%, 08/12/2024 |
884,000 | 265 | ||||||||
Pacific Exploration and Production |
||||||||||
5.625%, 01/19/2025 (B)(E) |
$ | 2,298 | 425 | |||||||
Pacific Rubiales Energy |
||||||||||
5.375%, 01/26/2019 (E) |
900 | 167 | ||||||||
Republic of Colombia |
||||||||||
11.750%, 02/25/2020 |
322 | 424 | ||||||||
10.375%, 01/28/2033 |
360 | 540 | ||||||||
9.850%, 06/28/2027 |
COP | 3,803,000 | 1,564 | |||||||
9.850%, 06/28/2027 |
1,257,000 | 517 | ||||||||
8.125%, 05/21/2024 |
$ | 550 | 710 | |||||||
7.750%, 04/14/2021 |
COP | 3,542,000 | 1,245 | |||||||
7.375%, 09/18/2037 |
$ | 3,474 | 4,512 | |||||||
6.125%, 01/18/2041 |
4,737 | 5,471 | ||||||||
5.625%, 02/26/2044 |
788 | 873 | ||||||||
5.000%, 06/15/2045 |
1,909 | 1,981 | ||||||||
4.500%, 01/28/2026 |
2,636 | 2,807 | ||||||||
4.375%, 07/12/2021 (A) |
3,546 | 3,807 | ||||||||
4.375%, 03/21/2023 |
COP | 1,782,000 | 522 | |||||||
4.375%, 03/21/2023 |
1,184,000 | 347 | ||||||||
4.000%, 02/26/2024 |
$ | 1,584 | 1,654 | |||||||
3.875%, 03/22/2026 |
EUR | 1,533 | 1,831 | |||||||
2.625%, 03/15/2023 |
$ | 446 | 431 | |||||||
|
|
|||||||||
77,225 | ||||||||||
|
|
|||||||||
Costa Rica 1.1% |
||||||||||
Banco Nacional de Costa Rica |
||||||||||
6.250%, 11/01/2023 (B) |
240 | 244 | ||||||||
5.875%, 04/25/2021 (A)(B) |
597 | 616 | ||||||||
Instituto Costarricense de Electricidad |
||||||||||
6.950%, 11/10/2021 |
400 | 414 | ||||||||
6.375%, 05/15/2043 |
250 | 194 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
|
|||||||||
Republic of Costa Rica |
||||||||||
7.158%, 03/12/2045 (B) |
$ | 1,237 | $ | 1,234 | ||||||
7.158%, 03/12/2045 |
2,810 | 2,803 | ||||||||
7.158%, 03/12/2045 |
3,207 | 3,199 | ||||||||
7.000%, 04/04/2044 (B) |
3,389 | 3,372 | ||||||||
7.000%, 04/04/2044 |
2,837 | 2,823 | ||||||||
4.375%, 04/30/2025 |
702 | 655 | ||||||||
4.375%, 04/30/2025 (B) |
381 | 355 | ||||||||
4.250%, 01/26/2023 |
265 | 252 | ||||||||
|
|
|||||||||
16,161 | ||||||||||
|
|
|||||||||
Croatia 0.9% |
||||||||||
Government of Croatia |
||||||||||
6.750%, 11/05/2019 |
690 | 751 | ||||||||
6.625%, 07/14/2020 |
2,795 | 3,049 | ||||||||
6.375%, 03/24/2021 |
1,490 | 1,626 | ||||||||
6.375%, 03/24/2021 (A)(B) |
2,229 | 2,432 | ||||||||
6.000%, 01/26/2024 |
1,100 | 1,199 | ||||||||
6.000%, 01/26/2024 (A)(B) |
1,948 | 2,124 | ||||||||
5.875%, 07/09/2018 |
EUR | 150 | 182 | |||||||
5.500%, 04/04/2023 |
$ | 200 | 212 | |||||||
3.000%, 03/11/2025 |
EUR | 2,150 | 2,269 | |||||||
|
|
|||||||||
13,844 | ||||||||||
|
|
|||||||||
Dominican Republic 1.2% |
||||||||||
Dominican Republic |
||||||||||
15.950%, 06/04/2021 |
DOP | 3,800 | 101 | |||||||
11.500%, 05/10/2024 |
55,000 | 1,270 | ||||||||
11.000%, 01/05/2018 |
6,320 | 140 | ||||||||
11.000%, 07/30/2021 (B) |
53,760 | 1,204 | ||||||||
9.040%, 01/23/2018 |
$ | 794 | 829 | |||||||
8.625%, 04/20/2027 |
1,407 | 1,664 | ||||||||
7.500%, 05/06/2021 (B) |
800 | 889 | ||||||||
7.450%, 04/30/2044 |
1,015 | 1,116 | ||||||||
7.450%, 04/30/2044 (B) |
2,608 | 2,856 | ||||||||
6.875%, 01/29/2026 |
500 | 550 | ||||||||
6.875%, 01/29/2026 (B) |
706 | 779 | ||||||||
6.850%, 01/27/2045 |
400 | 414 | ||||||||
6.850%, 01/27/2045 (B) |
1,699 | 1,758 | ||||||||
6.600%, 01/28/2024 |
882 | 957 | ||||||||
5.875%, 04/18/2024 |
210 | 219 | ||||||||
5.875%, 04/18/2024 (B) |
1,747 | 1,826 | ||||||||
5.500%, 01/27/2025 |
2,144 | 2,182 | ||||||||
|
|
|||||||||
18,754 | ||||||||||
|
|
|||||||||
Ecuador 0.7% |
||||||||||
EP PetroEcuador via Noble Sovereign Funding I |
||||||||||
6.270%, 09/24/2019 (C) |
1,759 | 1,651 | ||||||||
Republic of Ecuador |
||||||||||
10.500%, 03/24/2020 (A) |
2,183 | 2,161 | ||||||||
10.500%, 03/24/2020 (B) |
3,770 | 3,733 | ||||||||
7.950%, 06/20/2024 |
4,100 | 3,577 | ||||||||
|
|
|||||||||
11,122 | ||||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Egypt 0.2% |
||||||||||
Government of Egypt |
||||||||||
5.875%, 06/11/2025 (B) |
$ | 2,140 | $ | 1,872 | ||||||
5.875%, 06/11/2025 |
1,268 | 1,110 | ||||||||
|
|
|||||||||
2,982 | ||||||||||
|
|
|||||||||
El Salvador 1.0% |
||||||||||
Republic of El Salvador |
||||||||||
8.250%, 04/10/2032 |
713 | 686 | ||||||||
8.250%, 04/10/2032 |
513 | 494 | ||||||||
7.750%, 01/24/2023 |
2,008 | 2,033 | ||||||||
7.650%, 06/15/2035 |
105 | 93 | ||||||||
7.650%, 06/15/2035 |
6,336 | 5,639 | ||||||||
7.625%, 02/01/2041 |
530 | 469 | ||||||||
7.375%, 12/01/2019 |
226 | 227 | ||||||||
6.375%, 01/18/2027 |
2,811 | 2,544 | ||||||||
6.375%, 01/18/2027 (B) |
1,755 | 1,588 | ||||||||
5.875%, 01/30/2025 |
210 | 188 | ||||||||
5.875%, 01/30/2025 (B) |
638 | 571 | ||||||||
|
|
|||||||||
14,532 | ||||||||||
|
|
|||||||||
Ethiopia 0.1% |
||||||||||
Federal Democratic Republic of Ethiopia |
||||||||||
6.625%, 12/11/2024 (B) |
1,069 | 997 | ||||||||
|
|
|||||||||
Gabon 0.4% |
||||||||||
Gabonese Republic |
||||||||||
8.200%, 12/12/2017 |
282 | 292 | ||||||||
6.950%, 06/16/2025 (B) |
658 | 574 | ||||||||
6.375%, 12/12/2024 (A) |
4,758 | 4,098 | ||||||||
6.375%, 12/12/2024 (B) |
2,085 | 1,796 | ||||||||
|
|
|||||||||
6,760 | ||||||||||
|
|
|||||||||
Georgia 0.0% |
||||||||||
Republic of Georgia |
||||||||||
6.875%, 04/12/2021 (B) |
663 | 729 | ||||||||
|
|
|||||||||
Ghana 0.6% |
||||||||||
Republic of Ghana |
||||||||||
10.750%, 10/14/2030 |
5,216 | 5,495 | ||||||||
8.500%, 10/04/2017 (B) |
300 | 304 | ||||||||
8.125%, 01/18/2026 |
746 | 640 | ||||||||
8.125%, 01/18/2026 (B) |
256 | 220 | ||||||||
7.875%, 08/07/2023 |
3,639 | 3,161 | ||||||||
|
|
|||||||||
9,820 | ||||||||||
|
|
|||||||||
Guatemala 0.1% |
||||||||||
Comcel Trust |
||||||||||
6.875%, 02/06/2024 (B) |
1,090 | 1,063 | ||||||||
|
|
|||||||||
Hungary 3.4% |
||||||||||
Magyar Export-Import Bank |
||||||||||
4.000%, 01/30/2020 (B) |
925 | 940 | ||||||||
Republic of Hungary |
||||||||||
7.625%, 03/29/2041 |
5,560 | 8,062 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
|
|||||||||
7.500%, 11/12/2020 |
HUF | 170,000 | $ | 732 | ||||||
7.000%, 06/24/2022 |
567,590 | 2,492 | ||||||||
6.750%, 10/22/2028 |
932,610 | 4,420 | ||||||||
6.375%, 03/29/2021 |
$ | 5,641 | 6,422 | |||||||
6.250%, 01/29/2020 |
1,430 | 1,586 | ||||||||
6.000%, 11/24/2023 |
HUF | 1,653,450 | 7,047 | |||||||
5.750%, 11/22/2023 |
$ | 4,834 | 5,503 | |||||||
5.500%, 06/24/2025 |
HUF | 1,911,180 | 7,990 | |||||||
5.375%, 02/21/2023 |
$ | 3,455 | 3,829 | |||||||
5.375%, 03/25/2024 |
1,504 | 1,680 | ||||||||
|
|
|||||||||
50,703 | ||||||||||
|
|
|||||||||
India 0.1% |
||||||||||
Bharti Airtel International Netherlands |
||||||||||
5.125%, 03/11/2023 |
1,755 | 1,896 | ||||||||
|
|
|||||||||
Indonesia 8.8% |
||||||||||
Indonesia Treasury Bond |
||||||||||
8.750%, 05/15/2031 |
IDR | 46,288,000 | 3,834 | |||||||
8.250%, 07/15/2021 |
4,871,000 | 384 | ||||||||
Majapahit Holding |
||||||||||
7.875%, 06/29/2037 |
$ | 300 | 377 | |||||||
7.875%, 06/29/2037 (B) |
205 | 258 | ||||||||
7.750%, 01/20/2020 |
894 | 1,022 | ||||||||
Pelabuhan Indonesia III |
||||||||||
4.875%, 10/01/2024 |
1,659 | 1,748 | ||||||||
Pertamina Persero |
||||||||||
6.500%, 05/27/2041 (B) |
380 | 403 | ||||||||
6.450%, 05/30/2044 |
439 | 468 | ||||||||
6.450%, 05/30/2044 (B) |
665 | 704 | ||||||||
6.000%, 05/03/2042 |
340 | 344 | ||||||||
6.000%, 05/03/2042 (B) |
935 | 945 | ||||||||
5.625%, 05/20/2043 (B) |
889 | 861 | ||||||||
5.625%, 05/20/2043 |
3,882 | 3,761 | ||||||||
5.250%, 05/23/2021 (B) |
921 | 986 | ||||||||
4.875%, 05/03/2022 (B) |
220 | 231 | ||||||||
Perusahaan Listrik Negara MTN |
||||||||||
5.250%, 10/24/2042 |
580 | 557 | ||||||||
Republic of Indonesia MTN |
||||||||||
12.800%, 06/15/2021 |
IDR | 210,000 | 19 | |||||||
11.625%, 03/04/2019 |
$ | 80 | 99 | |||||||
11.625%, 03/04/2019 |
1,674 | 2,067 | ||||||||
11.625%, 03/04/2019 (B) |
975 | 1,204 | ||||||||
11.000%, 09/15/2025 |
IDR | 3,200,000 | 292 | |||||||
9.000%, 03/15/2029 |
187,712,000 | 15,727 | ||||||||
8.500%, 10/12/2035 |
$ | 925 | 1,320 | |||||||
8.375%, 03/15/2024 |
IDR | 239,219,000 | 19,092 | |||||||
8.375%, 09/15/2026 |
83,580,000 | 6,710 | ||||||||
8.375%, 03/15/2034 |
116,294,000 | 9,330 | ||||||||
8.250%, 06/15/2032 |
17,369,000 | 1,339 | ||||||||
8.250%, 05/15/2036 |
95,822,000 | 7,658 | ||||||||
7.875%, 04/15/2019 |
22,180,000 | 1,703 | ||||||||
7.750%, 01/17/2038 |
$ | 6,825 | 9,262 |
4 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
7.750%, 01/17/2038 |
$ | 291 | $ | 395 | ||||||
7.000%, 05/15/2022 |
IDR | 158,680,000 | 11,642 | |||||||
7.000%, 05/15/2027 |
2,300,000 | 163 | ||||||||
6.750%, 01/15/2044 |
$ | 200 | 254 | |||||||
6.625%, 05/15/2033 |
IDR | 35,776,000 | 2,357 | |||||||
6.625%, 02/17/2037 |
$ | 1,426 | 1,757 | |||||||
6.125%, 05/15/2028 |
IDR | 26,020,000 | 1,699 | |||||||
5.950%, 01/08/2046 |
$ | 219 | 258 | |||||||
5.875%, 01/15/2024 |
3,700 | 4,279 | ||||||||
5.875%, 01/15/2024 |
2,876 | 3,326 | ||||||||
5.875%, 01/15/2024 (B) |
888 | 1,027 | ||||||||
5.625%, 05/15/2023 |
IDR | 44,408,000 | 2,982 | |||||||
5.250%, 01/17/2042 |
$ | 692 | 734 | |||||||
5.125%, 01/15/2045 (B) |
762 | 808 | ||||||||
4.875%, 05/05/2021 |
1,312 | 1,425 | ||||||||
4.875%, 05/05/2021 (B) |
200 | 217 | ||||||||
4.750%, 01/08/2026 |
1,044 | 1,137 | ||||||||
4.750%, 01/08/2026 (B) |
237 | 258 | ||||||||
4.125%, 01/15/2025 |
1,331 | 1,386 | ||||||||
3.375%, 04/15/2023 (B) |
1,939 | 1,950 | ||||||||
3.375%, 07/30/2025 |
EUR | 1,280 | 1,456 | |||||||
|
|
|||||||||
132,215 | ||||||||||
|
|
|||||||||
Iraq 0.4% |
||||||||||
Republic of Iraq |
||||||||||
5.800%, 01/15/2028 |
$ | 7,758 | 5,906 | |||||||
|
|
|||||||||
Ivory Coast 1.0% |
||||||||||
Ivory Coast Government Bond |
||||||||||
11.660%, 12/31/2032 |
7,038 | 6,554 | ||||||||
6.375%, 03/03/2028 (B) |
2,244 | 2,171 | ||||||||
5.750%, 12/31/2032 |
900 | 838 | ||||||||
5.750%, 12/31/2032 |
3,413 | 3,178 | ||||||||
5.375%, 07/23/2024 (A)(B) |
2,769 | 2,596 | ||||||||
|
|
|||||||||
15,337 | ||||||||||
|
|
|||||||||
Jamaica 0.4% |
||||||||||
Digicel Group |
||||||||||
8.250%, 09/30/2020 |
2,200 | 1,837 | ||||||||
8.250%, 09/30/2020 (B) |
213 | 178 | ||||||||
7.125%, 04/01/2022 (B) |
974 | 724 | ||||||||
Government of Jamaica |
||||||||||
7.875%, 07/28/2045 |
437 | 467 | ||||||||
7.625%, 07/09/2025 |
1,241 | 1,374 | ||||||||
6.750%, 04/28/2028 |
1,056 | 1,109 | ||||||||
|
|
|||||||||
5,689 | ||||||||||
|
|
|||||||||
Kazakhstan 1.1% |
||||||||||
Development Bank of Kazakhstan |
||||||||||
4.125%, 12/10/2022 |
770 | 751 | ||||||||
KazAgro National Management Holding MTN |
||||||||||
4.625%, 05/24/2023 |
370 | 338 | ||||||||
Kazakhstan Temir Zholy Finance |
||||||||||
6.950%, 07/10/2042 (B) |
250 | 256 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
KazMunayGas National |
||||||||||
9.125%, 07/02/2018 (B) |
$ | 561 | $ | 623 | ||||||
9.125%, 07/02/2018 |
1,071 | 1,189 | ||||||||
7.000%, 05/05/2020 (B) |
1,310 | 1,426 | ||||||||
6.375%, 04/09/2021 (B) |
4,195 | 4,584 | ||||||||
6.375%, 04/09/2021 |
2,694 | 2,943 | ||||||||
Republic of Kazakhstan MTN |
||||||||||
6.500%, 07/21/2045 (B) |
360 | 418 | ||||||||
6.500%, 07/21/2045 |
1,000 | 1,162 | ||||||||
6.375%, 10/06/2020 (B) |
600 | 626 | ||||||||
5.125%, 07/21/2025 |
425 | 466 | ||||||||
5.125%, 07/21/2025 (B) |
1,095 | 1,199 | ||||||||
Samruk-Energy MTN |
||||||||||
3.750%, 12/20/2017 |
500 | 496 | ||||||||
Zhaikmunai |
||||||||||
6.375%, 02/14/2019 (B) |
299 | 260 | ||||||||
Zhaikmunai Via Zhaikmunai International |
||||||||||
7.125%, 11/13/2019 (B) |
497 | 436 | ||||||||
|
|
|||||||||
17,173 | ||||||||||
|
|
|||||||||
Kenya 0.7% |
||||||||||
Kenya Government International Bond |
||||||||||
6.875%, 06/24/2024 (B) |
2,662 | 2,462 | ||||||||
6.875%, 06/24/2024 |
3,066 | 2,835 | ||||||||
5.875%, 06/24/2019 (B) |
1,295 | 1,284 | ||||||||
Kenya Infrastructure Bond |
||||||||||
12.500%, 05/12/2025 |
KES | 25,000 | 241 | |||||||
11.000%, 09/15/2025 |
230,000 | 2,125 | ||||||||
11.000%, 10/12/2026 |
20,000 | 185 | ||||||||
11.000%, 03/15/2027 |
124,850 | 1,135 | ||||||||
|
|
|||||||||
10,267 | ||||||||||
|
|
|||||||||
Lithuania 0.0% |
||||||||||
Republic of Lithuania |
||||||||||
7.375%, 02/11/2020 (B) |
$ | 195 | 230 | |||||||
|
|
|||||||||
Malaysia 3.9% |
||||||||||
1MDB Global Investments |
||||||||||
4.400%, 03/09/2023 |
5,100 | 4,450 | ||||||||
Malaysia Government Bond |
||||||||||
5.248%, 09/15/2028 |
MYR | 1,050 | 286 | |||||||
4.935%, 09/30/2043 |
4,200 | 1,082 | ||||||||
4.498%, 04/15/2030 |
1,240 | 320 | ||||||||
4.392%, 04/15/2026 |
10,601 | 2,750 | ||||||||
4.262%, 09/15/2016 |
7,900 | 1,966 | ||||||||
4.181%, 07/15/2024 |
11,316 | 2,897 | ||||||||
4.160%, 07/15/2021 |
4,260 | 1,092 | ||||||||
4.048%, 09/30/2021 |
4,330 | 1,105 | ||||||||
4.012%, 09/15/2017 |
900 | 226 | ||||||||
3.955%, 09/15/2025 |
31,823 | 7,974 | ||||||||
3.892%, 03/15/2027 |
1,369 | 337 | ||||||||
3.889%, 07/31/2020 |
2,330 | 590 | ||||||||
3.844%, 04/15/2033 |
1,770 | 418 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
3.800%, 08/17/2023 |
MYR | 3,000 | $ | 753 | ||||||
3.795%, 09/30/2022 |
9,500 | 2,370 | ||||||||
3.654%, 10/31/2019 |
13,430 | 3,367 | ||||||||
3.580%, 09/28/2018 |
4,747 | 1,194 | ||||||||
3.502%, 05/31/2027 |
1,050 | 250 | ||||||||
3.492%, 03/31/2020 |
5,460 | 1,358 | ||||||||
3.480%, 03/15/2023 |
14,448 | 3,556 | ||||||||
3.418%, 08/15/2022 |
15,169 | 3,702 | ||||||||
3.314%, 10/31/2017 |
32,987 | 8,244 | ||||||||
3.260%, 03/01/2018 |
22,500 | 5,629 | ||||||||
Petronas Capital MTN |
||||||||||
3.500%, |
$ | 2,593 | 2,726 | |||||||
|
|
|||||||||
58,642 | ||||||||||
|
|
|||||||||
Mexico 8.4% |
||||||||||
Alfa |
||||||||||
6.875%, 03/25/2044 |
1,750 | 1,815 | ||||||||
America Movil |
||||||||||
7.125%, 12/09/2024 |
MXN | 18,110 | 955 | |||||||
6.000%, 06/09/2019 |
12,420 | 663 | ||||||||
BBVA Bancomer |
||||||||||
6.750%, 09/30/2022 (B) |
$ | 500 | 558 | |||||||
Cemex |
||||||||||
7.750%, 04/16/2026 (B) |
2,278 | 2,390 | ||||||||
6.125%, 05/05/2025 (B) |
177 | 172 | ||||||||
5.700%, 01/11/2025 (B) |
213 | 202 | ||||||||
Cemex Finance |
||||||||||
9.375%, 10/12/2022 |
830 | 913 | ||||||||
9.375%, 10/12/2022 (B) |
380 | 418 | ||||||||
Comision Federal de Electricidad |
||||||||||
7.350%, 11/25/2025 |
MXN | 21,225 | 1,108 | |||||||
5.750%, 02/14/2042 (B) |
$ | 500 | 513 | |||||||
4.875%, 01/15/2024 (B) |
237 | 248 | ||||||||
Fermaca Enterprises S de RL |
||||||||||
6.375%, 03/30/2038 (B) |
625 | 622 | ||||||||
Mexican Bonos MTN |
||||||||||
7.750%, 11/23/2034 |
MXN | 16,946 | 1,051 | |||||||
7.750%, 11/13/2042 |
14,194 | 895 | ||||||||
7.500%, 06/03/2027 |
18,623 | 1,129 | ||||||||
6.500%, 06/09/2022 |
87,639 | 4,966 | ||||||||
5.000%, 06/15/2017 |
34,891 | 1,901 | ||||||||
5.000%, 12/11/2019 |
128,020 | 6,891 | ||||||||
4.750%, 06/14/2018 |
47,300 | 2,559 | ||||||||
3.625%, 03/15/2022 |
$ | 1,259 | 1,327 | |||||||
Mexican Bonos, Ser M10 |
||||||||||
8.500%, 12/13/2018 |
MXN | 88,630 | 5,191 | |||||||
7.250%, 12/15/2016 |
1,673 | 92 | ||||||||
Mexican Bonos, Ser M20 |
||||||||||
10.000%, 12/05/2024 |
267,140 | 18,567 | ||||||||
8.500%, 05/31/2029 |
96,031 | 6,268 | ||||||||
8.000%, 12/07/2023 |
11,575 | 713 | ||||||||
7.750%, 05/29/2031 |
90,900 | 5,617 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Mexican Bonos, Ser M30 |
||||||||||
10.000%, 11/20/2036 |
MXN | 18,142 | $ | 1,382 | ||||||
8.500%, 11/18/2038 |
122,678 | 8,271 | ||||||||
Mexican Udibonos |
||||||||||
2.000%, 06/09/2022 |
1,471 | 422 | ||||||||
Mexico Cetes |
||||||||||
4.299%, 12/08/2016 (D) |
170,410 | 906 | ||||||||
Petroleos Mexicanos MTN |
||||||||||
9.500%, 09/15/2027 |
$ | 169 | 201 | |||||||
7.190%, 09/12/2024 |
MXN | 77,130 | 3,775 | |||||||
6.875%, 08/04/2026 |
$ | 4,638 | 5,185 | |||||||
6.875%, |
1,453 | 1,624 | ||||||||
6.625%, 06/15/2035 |
4,931 | 5,084 | ||||||||
6.625%, 06/15/2038 |
2,088 | 2,120 | ||||||||
6.500%, 06/02/2041 |
1,709 | 1,730 | ||||||||
6.375%, 02/04/2021 (B) |
326 | 354 | ||||||||
6.375%, 01/23/2045 (B) |
806 | 810 | ||||||||
6.000%, 03/05/2020 |
335 | 361 | ||||||||
5.625%, 01/23/2046 |
884 | 806 | ||||||||
5.500%, 01/21/2021 |
18 | 19 | ||||||||
5.500%, 06/27/2044 (A) |
225 | 203 | ||||||||
5.500%, 06/27/2044 |
284 | 257 | ||||||||
4.875%, 01/24/2022 |
271 | 277 | ||||||||
4.875%, 01/18/2024 |
1,714 | 1,738 | ||||||||
4.250%, 01/15/2025 |
3,625 | 3,491 | ||||||||
4.250%, 01/15/2025 (A) |
1,835 | 1,767 | ||||||||
3.500%, 01/30/2023 |
46 | 43 | ||||||||
3.500%, 01/30/2023 (B) |
40 | 38 | ||||||||
2.750%, 04/21/2027 |
EUR | 350 | 324 | |||||||
Petroloes Mexicanos MTN |
||||||||||
5.625%, 01/23/2046 (B) |
$ | 1,437 | 1,310 | |||||||
Sixsigma Networks Mexico |
||||||||||
8.250%, 11/07/2021 (B) |
527 | 524 | ||||||||
Trust F |
||||||||||
6.950%, 01/30/2044 |
1,920 | 1,966 | ||||||||
United Mexican States |
||||||||||
6.050%, 01/11/2040 (A) |
356 | 448 | ||||||||
5.750%, 10/12/2110 |
468 | 517 | ||||||||
5.550%, 01/21/2045 |
338 | 405 | ||||||||
4.750%, 03/08/2044 (A) |
2,529 | 2,725 | ||||||||
4.600%, 01/23/2046 |
1,653 | 1,744 | ||||||||
4.125%, 01/21/2026 |
3,485 | 3,778 | ||||||||
4.000%, 10/02/2023 |
3,172 | 3,415 | ||||||||
3.600%, 01/30/2025 (A) |
1,570 | 1,640 | ||||||||
|
|
|||||||||
127,404 | ||||||||||
|
|
|||||||||
Mongolia 0.6% |
||||||||||
Development Bank of Mongolia MTN |
||||||||||
5.750%, 03/21/2017 |
902 | 901 | ||||||||
Mongolia Government Bond MTN |
||||||||||
10.875%, 04/06/2021 (B) |
1,205 | 1,274 | ||||||||
5.125%, 12/05/2022 |
481 | 394 |
6 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
||||||||
5.125%, 12/05/2022 |
$ | 5,932 | $ | 4,861 | ||||
4.125%, 01/05/2018 |
831 | 806 | ||||||
Trade & Development Bank of Mongolia MTN |
||||||||
9.375%, 05/19/2020 (B) |
355 | 349 | ||||||
9.375%, 05/19/2020 |
350 | 345 | ||||||
|
|
|||||||
8,930 | ||||||||
|
|
|||||||
Montenegro 0.1% |
||||||||
Republic of Montenegro |
||||||||
5.750%, 03/10/2021 (B) |
EUR | 551 | 620 | |||||
5.375%, 05/20/2019 |
399 | 455 | ||||||
|
|
|||||||
1,075 | ||||||||
|
|
|||||||
Morocco 0.1% |
||||||||
Kingdom of Morocco |
||||||||
5.500%, 12/11/2042 |
$ | 700 | 756 | |||||
5.500%, 12/11/2042 (B) |
200 | 216 | ||||||
4.250%, 12/11/2022 (B) |
287 | 300 | ||||||
OCP |
||||||||
5.625%, 04/25/2024 (B) |
305 | 323 | ||||||
4.500%, 10/22/2025 (A)(B) |
288 | 282 | ||||||
|
|
|||||||
1,877 | ||||||||
|
|
|||||||
Namibia 0.1% |
||||||||
Namibia International Bonds |
||||||||
5.250%, 10/29/2025 (B) |
1,132 | 1,153 | ||||||
|
|
|||||||
Netherlands 0.2% |
||||||||
GTH Finance |
||||||||
7.250%, 04/26/2023 (B) |
441 | 459 | ||||||
6.250%, 04/26/2020 (B) |
150 | 155 | ||||||
Marfrig Holdings Europe |
||||||||
8.000%, 06/08/2023 (B) |
547 | 558 | ||||||
Petrobras Global Finance |
||||||||
8.375%, 05/23/2021 |
1,752 | 1,808 | ||||||
|
|
|||||||
2,980 | ||||||||
|
|
|||||||
Nigeria 0.0% |
||||||||
Republic of Nigeria |
||||||||
6.750%, 01/28/2021 |
491 | 489 | ||||||
|
|
|||||||
Oman 0.2% |
||||||||
Oman Government International Bond |
||||||||
4.750%, 06/15/2026 |
1,506 | 1,491 | ||||||
4.750%, 06/15/2026 (B) |
1,033 | 1,022 | ||||||
|
|
|||||||
2,513 | ||||||||
|
|
|||||||
Pakistan 0.1% |
||||||||
Republic of Pakistan |
||||||||
8.250%, 04/15/2024 |
1,550 | 1,630 | ||||||
|
|
|||||||
Panama 1.1% |
||||||||
Panama Notas del Tesoro |
||||||||
4.875%, 02/05/2021 |
704 | 755 |
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
||||||||
Republic of Panama |
||||||||
9.375%, 01/16/2023 |
$ | 560 | $ | 742 | ||||
9.375%, 04/01/2029 |
3,456 | 5,271 | ||||||
8.875%, 09/30/2027 |
1,345 | 1,977 | ||||||
8.125%, 04/28/2034 |
2,128 | 3,017 | ||||||
6.700%, 01/26/2036 |
1,350 | 1,792 | ||||||
4.300%, 04/29/2053 |
130 | 133 | ||||||
4.000%, 09/22/2024 |
521 | 559 | ||||||
3.875%, 03/17/2028 |
233 | 246 | ||||||
3.750%, 03/16/2025 |
1,768 | 1,865 | ||||||
|
|
|||||||
16,357 | ||||||||
|
|
|||||||
Paraguay 0.4% |
||||||||
Republic of Paraguay |
||||||||
6.100%, 08/11/2044 (B) |
906 | 972 | ||||||
6.100%, 08/11/2044 |
861 | 923 | ||||||
5.000%, 04/15/2026 |
956 | 1,007 | ||||||
4.625%, 01/25/2023 |
2,616 | 2,721 | ||||||
Telefonica Celular del Paraguay |
||||||||
6.750%, 12/13/2022 |
200 | 201 | ||||||
6.750%, 12/13/2022 |
200 | 201 | ||||||
|
|
|||||||
6,025 | ||||||||
|
|
|||||||
Peru 1.8% |
||||||||
Abengoa Transmision Sur |
||||||||
6.875%, 04/30/2043 (B) |
273 | 282 | ||||||
Peru Enhanced Pass-Through Finance |
||||||||
4.944%, 06/02/2025 (B)(D) |
1,000 | 783 | ||||||
1.216%, 05/31/2018 (B)(D) |
145 | 140 | ||||||
1.213%, 05/31/2018 (D) |
54 | 52 | ||||||
Republic of Peru |
||||||||
8.750%, 11/21/2033 |
1,563 | 2,452 | ||||||
8.200%, 08/12/2026 |
PEN | 7,268 | 2,574 | |||||
6.950%, 08/12/2031 |
6,696 | 2,174 | ||||||
6.950%, 08/12/2031 |
9,861 | 3,202 | ||||||
6.850%, 02/12/2042 |
613 | 191 | ||||||
6.550%, 03/14/2037 |
$ | 1,239 | 1,670 | |||||
5.700%, |
PEN | 10,512 | 3,226 | |||||
5.700%, 08/12/2024 |
3,584 | 1,100 | ||||||
5.625%, 11/18/2050 |
$ | 111 | 138 | |||||
3.750%, 03/01/2030 |
EUR | 6,938 | 8,463 | |||||
Southern Copper |
||||||||
3.875%, 04/23/2025 |
$ | 680 | 672 | |||||
|
|
|||||||
27,119 | ||||||||
|
|
|||||||
Philippines 0.1% |
||||||||
Development Bank of Philippines |
||||||||
5.500%, 03/25/2021 |
330 | 375 | ||||||
Republic of Philippines |
||||||||
3.900%, 11/26/2022 |
PHP | 45,000 | 953 | |||||
|
|
|||||||
1,328 | ||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Poland 4.5% |
||||||||||
Republic of Poland |
||||||||||
5.750%, 04/25/2029 |
PLN | 2,080 | $ | 669 | ||||||
5.250%, 10/25/2020 |
20,418 | 5,835 | ||||||||
5.125%, 04/21/2021 |
$ | 1,871 | 2,102 | |||||||
5.000%, 03/23/2022 |
249 | 280 | ||||||||
4.000%, 10/25/2023 |
PLN | 14,589 | 4,024 | |||||||
4.000%, 01/22/2024 |
$ | 446 | 482 | |||||||
3.250%, 07/25/2025 |
PLN | 47,615 | 12,428 | |||||||
3.250%, 04/06/2026 |
$ | 1,190 | 1,214 | |||||||
3.000%, 03/17/2023 |
1,829 | 1,860 | ||||||||
2.750%, 08/25/2023 |
PLN | 18,707 | 5,225 | |||||||
2.500%, 07/25/2018 |
12,600 | 3,234 | ||||||||
2.500%, 07/25/2026 |
60,864 | 14,826 | ||||||||
1.750%, 07/25/2021 |
5,578 | 1,376 | ||||||||
1.567%, 10/25/2018 (D) |
8,620 | 2,093 | ||||||||
1.500%, 04/25/2020 |
20,524 | 5,099 | ||||||||
0.213%, 07/25/2017 (D) |
1,070 | 266 | ||||||||
Republic of Poland, Ser 0922 |
||||||||||
5.750%, 09/23/2022 |
23,029 | 6,939 | ||||||||
|
|
|||||||||
67,952 | ||||||||||
|
|
|||||||||
Qatar 0.5% |
||||||||||
Ooredoo International Finance MTN |
||||||||||
7.875%, 06/10/2019 |
$ | 665 | 775 | |||||||
State of Qatar |
||||||||||
9.750%, 06/15/2030 |
2,237 | 3,719 | ||||||||
6.400%, 01/20/2040 |
2,088 | 2,778 | ||||||||
|
|
|||||||||
7,272 | ||||||||||
|
|
|||||||||
Romania 1.0% |
||||||||||
Government of Romania MTN |
|
|||||||||
6.750%, 02/07/2022 (B) |
1,381 | 1,635 | ||||||||
6.750%, 02/07/2022 |
2,459 | 2,911 | ||||||||
6.125%, 01/22/2044 |
300 | 374 | ||||||||
5.950%, 06/11/2021 |
RON | 1,900 | 537 | |||||||
5.850%, 04/26/2023 |
9,250 | 2,663 | ||||||||
4.875%, 01/22/2024 |
$ | 428 | 472 | |||||||
4.750%, 02/24/2025 |
RON | 15,450 | 4,172 | |||||||
4.375%, 08/22/2023 |
$ | 396 | 424 | |||||||
3.500%, 12/19/2022 |
RON | 5,115 | 1,295 | |||||||
|
|
|||||||||
14,483 | ||||||||||
|
|
|||||||||
Russia 5.7% |
||||||||||
Alfa Bank Via Alfa Bond Issuance |
||||||||||
7.750%, 04/28/2021 |
$ | 1,500 | 1,704 | |||||||
Ritekro |
||||||||||
14.308%, 11/07/2022 (D)(G)(H) |
914 | 457 | ||||||||
Rosneft Oil via Rosneft International Finance |
||||||||||
4.199%, 03/06/2022 (B) |
465 | 462 | ||||||||
Russian Federal Bond - OFZ |
||||||||||
8.150%, 02/03/2027 |
RUB | 183,841 | 2,881 | |||||||
7.600%, 04/14/2021 |
706,180 | 10,713 | ||||||||
7.600%, 07/20/2022 |
343,688 | 5,189 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
7.500%, 03/15/2018 |
RUB | 180,510 | $ | 2,758 | ||||||
7.500%, 02/27/2019 |
274,827 | 4,161 | ||||||||
7.400%, 04/19/2017 |
26,730 | 412 | ||||||||
7.050%, 01/19/2028 |
309,282 | 4,441 | ||||||||
7.000%, 01/25/2023 |
193,576 | 2,833 | ||||||||
7.000%, 08/16/2023 |
345,958 | 5,059 | ||||||||
6.900%, 08/03/2016 |
42,224 | 659 | ||||||||
6.800%, 12/11/2019 |
409,098 | 6,053 | ||||||||
6.700%, 05/15/2019 |
591,505 | 8,753 | ||||||||
6.500%, 12/03/2014 (F) |
22,770 | 329 | ||||||||
6.400%, 05/27/2020 |
228,079 | 3,314 | ||||||||
6.200%, 01/31/2018 |
255,304 | 3,821 | ||||||||
Russian Foreign Bond - Eurobond |
||||||||||
5.875%, 09/16/2043 |
$ | 800 | 935 | |||||||
5.625%, 04/04/2042 |
2,800 | 3,166 | ||||||||
5.000%, 04/29/2020 (B) |
484 | 522 | ||||||||
4.875%, 09/16/2023 |
6,200 | 6,762 | ||||||||
4.875%, 09/16/2023 (B) |
800 | 873 | ||||||||
3.250%, 04/04/2017 |
600 | 607 | ||||||||
Russian Railways Via RZD Capital |
||||||||||
5.700%, 04/05/2022 |
1,800 | 1,932 | ||||||||
Vnesheconombank Via VEB Finance |
||||||||||
6.902%, 07/09/2020 |
2,780 | 3,013 | ||||||||
6.800%, 11/22/2025 |
3,799 | 4,170 | ||||||||
6.800%, 11/22/2025 (B) |
150 | 165 | ||||||||
5.450%, 11/22/2017 (B) |
400 | 413 | ||||||||
|
|
|||||||||
86,557 | ||||||||||
|
|
|||||||||
Senegal 0.3% |
||||||||||
Republic of Senegal |
||||||||||
8.750%, 05/13/2021 (B) |
540 | 590 | ||||||||
8.750%, 05/13/2021 |
90 | 98 | ||||||||
6.250%, 07/30/2024 (B) |
426 | 406 | ||||||||
6.250%, 07/30/2024 |
3,530 | 3,363 | ||||||||
|
|
|||||||||
4,457 | ||||||||||
|
|
|||||||||
Serbia 0.8% |
||||||||||
Republic of Serbia |
||||||||||
7.250%, 09/28/2021 |
7,502 | 8,588 | ||||||||
7.250%, 09/28/2021 (B) |
200 | 229 | ||||||||
5.875%, 12/03/2018 (B) |
530 | 562 | ||||||||
4.875%, 02/25/2020 |
2,715 | 2,799 | ||||||||
|
|
|||||||||
12,178 | ||||||||||
|
|
|||||||||
Slovenia 1.1% |
||||||||||
Slovenia Government International Bond |
|
|||||||||
5.850%, 05/10/2023 |
4,776 | 5,547 | ||||||||
5.250%, 02/18/2024 |
9,747 | 10,978 | ||||||||
|
|
|||||||||
16,525 | ||||||||||
|
|
|||||||||
South Africa 5.7% |
||||||||||
Eskom Holdings |
||||||||||
7.125%, 02/11/2025 |
1,948 | 1,931 | ||||||||
7.125%, 02/11/2025 (B) |
4,034 | 3,998 |
8 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
6.750%, 08/06/2023 |
$ | 1,625 | $ | 1,607 | ||||||
6.750%, 08/06/2023 (B) |
1,043 | 1,031 | ||||||||
5.750%, 01/26/2021 |
289 | 287 | ||||||||
Republic of South Africa |
||||||||||
10.500%, 12/21/2026 |
ZAR | 235,645 | 17,900 | |||||||
8.875%, 02/28/2035 |
43,130 | 2,809 | ||||||||
8.750%, 01/31/2044 |
20,346 | 1,273 | ||||||||
8.750%, 02/28/2048 |
140,346 | 8,748 | ||||||||
8.500%, 01/31/2037 |
124,382 | 7,711 | ||||||||
8.250%, 09/15/2017 |
8,000 | 551 | ||||||||
8.250%, 03/31/2032 |
66,143 | 4,106 | ||||||||
8.000%, 01/31/2030 |
192,194 | 11,900 | ||||||||
7.750%, 02/28/2023 |
20,221 | 1,325 | ||||||||
7.250%, 01/15/2020 |
8,895 | 591 | ||||||||
7.000%, 02/28/2031 |
103,711 | 5,801 | ||||||||
6.750%, 03/31/2021 |
37,799 | 2,427 | ||||||||
6.500%, 02/28/2041 |
39,901 | 1,931 | ||||||||
6.250%, 03/31/2036 |
78,799 | 3,869 | ||||||||
5.875%, 09/16/2025 (A) |
$ | 2,648 | 2,949 | |||||||
4.875%, 04/14/2026 |
1,445 | 1,499 | ||||||||
Transnet SOC |
||||||||||
9.500%, 05/13/2021 (B) |
ZAR | 13,360 | 851 | |||||||
4.000%, 07/26/2022 |
$ | 600 | 569 | |||||||
ZAR Sovereign Capital Fund Propriety |
||||||||||
3.903%, 06/24/2020 (B) |
1,046 | 1,059 | ||||||||
|
|
|||||||||
86,723 | ||||||||||
|
|
|||||||||
Sri Lanka 0.8% |
||||||||||
Republic of Sri Lanka |
||||||||||
6.850%, 11/03/2025 |
6,589 | 6,418 | ||||||||
6.850%, 11/03/2025 (B) |
908 | 884 | ||||||||
6.250%, 07/27/2021 |
2,055 | 2,067 | ||||||||
5.875%, 07/25/2022 (B) |
1,744 | 1,691 | ||||||||
5.875%, 07/25/2022 |
1,020 | 989 | ||||||||
|
|
|||||||||
12,049 | ||||||||||
|
|
|||||||||
Supra-National 0.2% |
||||||||||
European Investment Bank MTN |
||||||||||
8.500%, 09/17/2024 |
ZAR | 9,200 | 620 | |||||||
7.200%, 07/09/2019 |
IDR | 6,470,000 | 489 | |||||||
Inter-American Development Bank MTN |
||||||||||
7.350%, 09/12/2018 |
20,140,000 | 1,501 | ||||||||
|
|
|||||||||
2,610 | ||||||||||
|
|
|||||||||
Thailand 3.0% |
||||||||||
Thailand Government Bond |
||||||||||
5.670%, 03/13/2028 |
THB | 3,000 | 115 | |||||||
4.875%, 06/22/2029 |
218,535 | 8,074 | ||||||||
4.675%, 06/29/2044 |
4,171 | 164 | ||||||||
3.875%, 06/13/2019 |
68,000 | 2,062 | ||||||||
3.850%, 12/12/2025 |
248,090 | 8,218 | ||||||||
3.650%, 12/17/2021 |
386,356 | 12,094 | ||||||||
3.625%, 06/16/2023 |
236,101 | 7,500 | ||||||||
3.580%, 12/17/2027 |
69,970 | 2,274 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
3.400%, 06/17/2036 |
THB | 61,500 | $ | 2,018 | ||||||
2.550%, 06/26/2020 |
40,000 | 1,179 | ||||||||
1.250%, 03/12/2028 |
22,900 | 623 | ||||||||
1.200%, 07/14/2021 |
63,160 | 1,767 | ||||||||
|
|
|||||||||
46,088 | ||||||||||
|
|
|||||||||
Trinidad & Tobago 0.0% |
| |||||||||
Republic of Trinidad & Tobago |
||||||||||
4.375%, 01/16/2024 (B) |
$ | 395 | 403 | |||||||
|
|
|||||||||
Tunisia 0.2% |
||||||||||
Banque Centrale de Tunisie |
||||||||||
5.750%, 01/30/2025 (B) |
3,118 | 2,814 | ||||||||
|
|
|||||||||
Turkey 7.2% |
||||||||||
Export Credit Bank of Turkey MTN |
||||||||||
5.875%, 04/24/2019 (B) |
200 | 212 | ||||||||
5.375%, 02/08/2021 (B) |
896 | 936 | ||||||||
5.000%, 09/23/2021 (B) |
538 | 552 | ||||||||
KOC Holding |
||||||||||
5.250%, 03/15/2023 |
1,840 | 1,908 | ||||||||
Republic of Turkey |
||||||||||
11.875%, 01/15/2030 |
900 | 1,570 | ||||||||
10.700%, 02/17/2021 |
TRY | 21,562 | 8,023 | |||||||
10.600%, 02/11/2026 |
6,984 | 2,675 | ||||||||
10.500%, 01/15/2020 |
8,370 | 3,076 | ||||||||
10.400%, 03/27/2019 |
3,560 | 1,289 | ||||||||
10.400%, 03/20/2024 |
2,250 | 841 | ||||||||
9.500%, 01/12/2022 |
10,823 | 3,860 | ||||||||
9.400%, 07/08/2020 |
35,231 | 12,490 | ||||||||
9.000%, 03/08/2017 |
8,579 | 2,991 | ||||||||
9.000%, 07/24/2024 |
16,629 | 5,788 | ||||||||
8.800%, 11/14/2018 |
9,824 | 3,426 | ||||||||
8.500%, 07/10/2019 |
3,658 | 1,265 | ||||||||
8.500%, 09/14/2022 |
13,148 | 4,468 | ||||||||
8.300%, 06/20/2018 |
5,751 | 1,989 | ||||||||
8.000%, 03/12/2025 |
2,113 | 690 | ||||||||
8.000%, 02/14/2034 |
$ | 1,350 | 1,818 | |||||||
7.400%, 02/05/2020 |
TRY | 38,587 | 12,869 | |||||||
7.375%, 02/05/2025 |
$ | 1,258 | 1,552 | |||||||
7.100%, 03/08/2023 |
TRY | 6,560 | 2,071 | |||||||
7.000%, 06/05/2020 |
$ | 5,500 | 6,238 | |||||||
6.875%, 03/17/2036 |
2,496 | 3,043 | ||||||||
6.750%, 04/03/2018 |
1,374 | 1,478 | ||||||||
6.750%, 05/30/2040 |
1,889 | 2,303 | ||||||||
6.625%, 02/17/2045 |
2,548 | 3,094 | ||||||||
6.300%, 02/14/2018 |
TRY | 1,090 | 366 | |||||||
6.250%, 09/26/2022 |
$ | 2,410 | 2,725 | |||||||
5.750%, 03/22/2024 |
801 | 893 | ||||||||
5.625%, 03/30/2021 |
742 | 809 | ||||||||
5.125%, 03/25/2022 |
2,063 | 2,206 | ||||||||
4.875%, 10/09/2026 |
504 | 531 | ||||||||
4.875%, 04/16/2043 |
673 | 657 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
4.250%, 04/14/2026 |
$ | 1,978 | $ | 2,008 | ||||||
3.000%, 08/02/2023 |
TRY | 6,638 | 2,430 | |||||||
TC Ziraat Bankasi |
||||||||||
4.750%, 04/29/2021 (B) |
$ | 561 | 571 | |||||||
4.250%, 07/03/2019 (B) |
1,440 | 1,460 | ||||||||
Turk Telekomunikasyon |
||||||||||
4.875%, 06/19/2024 |
1,750 | 1,746 | ||||||||
|
|
|||||||||
108,917 | ||||||||||
|
|
|||||||||
Ukraine 1.7% |
| |||||||||
Government of Ukraine |
||||||||||
7.750%, 09/01/2019 |
109 | 107 | ||||||||
7.750%, 09/01/2019 (A)(B) |
1,379 | 1,359 | ||||||||
7.750%, 09/01/2020 (A)(B) |
2,684 | 2,624 | ||||||||
7.750%, 09/01/2020 |
535 | 523 | ||||||||
7.750%, 09/01/2021 (A)(B) |
936 | 910 | ||||||||
7.750%, 09/01/2021 |
516 | 502 | ||||||||
7.750%, 09/01/2022 |
516 | 499 | ||||||||
7.750%, 09/01/2022 (A)(B) |
3,651 | 3,530 | ||||||||
7.750%, 09/01/2023 |
516 | 497 | ||||||||
7.750%, 09/01/2023 (A)(B) |
930 | 895 | ||||||||
7.750%, 09/01/2024 |
2,866 | 2,744 | ||||||||
7.750%, 09/01/2024 (B) |
730 | 699 | ||||||||
7.750%, 09/01/2025 (A)(B) |
2,627 | 2,503 | ||||||||
7.750%, 09/01/2025 |
400 | 381 | ||||||||
7.750%, 09/01/2026 (A)(B) |
920 | 872 | ||||||||
7.750%, 09/01/2026 |
1,810 | 1,715 | ||||||||
7.750%, 09/01/2027 (B) |
1,773 | 1,676 | ||||||||
7.750%, 09/01/2027 |
1,090 | 1,030 | ||||||||
3.277%, 05/31/2040 (B)(C) |
1,406 | 455 | ||||||||
0.000%, 05/31/2040 (C) |
953 | 309 | ||||||||
Ukreximbank Via Biz Finance |
||||||||||
9.625%, 04/27/2022 (B) |
1,711 | 1,663 | ||||||||
|
|
|||||||||
25,493 | ||||||||||
|
|
|||||||||
United Arab Emirates 0.3% |
| |||||||||
DP World MTN |
||||||||||
6.850%, 07/02/2037 |
1,800 | 1,971 | ||||||||
MAF Global Securities |
||||||||||
7.125%, 10/29/2049 (C) |
2,490 | 2,588 | ||||||||
|
|
|||||||||
4,559 | ||||||||||
|
|
|||||||||
Uruguay 0.7% |
| |||||||||
Republic of Uruguay PIK |
||||||||||
7.875%, 01/15/2033 |
3,244 | 4,416 | ||||||||
Republic of Uruguay |
||||||||||
5.100%, 06/18/2050 |
4,339 | 4,317 | ||||||||
4.375%, 10/27/2027 |
1,443 | 1,523 | ||||||||
4.125%, 11/20/2045 |
458 | 413 | ||||||||
|
|
|||||||||
10,669 | ||||||||||
|
|
|||||||||
Venezuela 1.1% |
| |||||||||
Petroleos de Venezuela |
||||||||||
6.000%, 05/16/2024 |
1,428 | 505 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
6.000%, 05/16/2024 |
$ | 9,465 | $ | 3,347 | ||||||
6.000%, 11/15/2026 |
3,864 | 1,347 | ||||||||
5.500%, 04/12/2037 |
4,700 | 1,610 | ||||||||
5.250%, 04/12/2017 |
1,162 | 729 | ||||||||
5.250%, 04/12/2017 |
156 | 98 | ||||||||
Republic of Venezuela |
||||||||||
13.625%, 08/15/2018 |
144 | 83 | ||||||||
13.625%, 08/15/2018 |
1,716 | 1,078 | ||||||||
11.950%, 08/05/2031 |
1,982 | 932 | ||||||||
11.750%, 10/21/2026 |
2,515 | 1,195 | ||||||||
9.375%, 01/13/2034 |
6,301 | 2,725 | ||||||||
9.250%, 09/15/2027 |
1,313 | 633 | ||||||||
9.250%, 05/07/2028 |
445 | 191 | ||||||||
8.250%, 10/13/2024 |
1,319 | 551 | ||||||||
8.250%, 10/13/2024 |
562 | 234 | ||||||||
8.250%, 10/13/2024 |
500 | 209 | ||||||||
7.750%, 10/13/2019 |
661 | 296 | ||||||||
7.650%, 04/21/2025 |
3,131 | 1,276 | ||||||||
|
|
|||||||||
17,039 | ||||||||||
|
|
|||||||||
Vietnam 0.1% |
| |||||||||
Republic of Vietnam |
||||||||||
4.800%, 11/19/2024 (B) |
1,026 | 1,056 | ||||||||
4.800%, 11/19/2024 |
200 | 206 | ||||||||
|
|
|||||||||
1,262 | ||||||||||
|
|
|||||||||
Zambia 0.2% |
| |||||||||
Republic of Zambia |
||||||||||
8.970%, 07/30/2027 |
1,138 | 985 | ||||||||
8.970%, 07/30/2027 (B) |
1,060 | 917 | ||||||||
8.500%, 04/14/2024 |
272 | 236 | ||||||||
8.500%, 04/14/2024 (B) |
436 | 379 | ||||||||
5.375%, 09/20/2022 |
721 | 562 | ||||||||
|
|
|||||||||
3,079 | ||||||||||
|
|
|||||||||
Total Global Bonds |
|
1,452,281 | ||||||||
|
|
|||||||||
LOAN PARTICIPATIONS 0.1% |
| |||||||||
Singapore 0.0% |
| |||||||||
Ashmore Cayman SPC, No. 1 |
||||||||||
0.000%, 08/31/2011 (C)(E)(G)(H) |
262 | 131 | ||||||||
Morton Bay |
||||||||||
6.220%, 12/31/2013 (G)(H) |
3,158 | | ||||||||
|
|
|||||||||
131 | ||||||||||
|
|
|||||||||
Venezuela 0.1% |
| |||||||||
Bolivarian Republic of Venezuela |
||||||||||
6.250%, 01/10/2018 |
1,300 | 1,318 | ||||||||
|
|
|||||||||
Total Loan Participations |
|
1,449 | ||||||||
|
|
10 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||
Description | Shares | Market Value ($ Thousands) |
||||
|
||||||
AFFILIATED PARTNERSHIP 2.7% |
||||||
SEI Liquidity Fund, L.P. |
||||||
0.430% **(I) |
40,332,397 | $ | 40,332 | |||
|
|
|||||
Total Affiliated Partnership |
40,332 | |||||
|
|
|||||
Total Investments 98.9% |
$ | 1,494,062 | ||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2016, is as follows:
|
||||||||||
Type of Contract | Number of Contracts Long (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||
|
||||||||||
Euro-Bund Index |
(59) | Sep-2016 | $(271) | |||||||
Euro-Buxl Index |
(25) | Sep-2016 | (520) | |||||||
Korea 10-Year Bond |
19 | Sep-2016 | 22 | |||||||
Korea 3-Year Bond |
85 | Sep-2016 | 19 | |||||||
JSE Bond Future R186 |
616 | Aug-2016 | 140 | |||||||
JSE Bond Future R207 |
650 | Aug-2016 | 59 | |||||||
JSE Bond Future R208 |
670 | Aug-2016 | 73 | |||||||
U.S. 10-Year Treasury Note |
(77) | Sep-2016 | (233) | |||||||
U.S. 5-Year Treasury Note |
(27) | Sep-2016 | (63) | |||||||
U.S. Ultra Long Treasury Bond |
16 | Sep-2016 | 202 | |||||||
|
|
|||||||||
$(572) | ||||||||||
|
|
For the period ended June 30, 2016, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
A list of the open forward foreign currency contracts held by the Fund at June 30, 2016, is as follows:
|
||||||||||||
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
07/01/16-07/13/16 |
USD | 6,135 | INR | 412,603 | $(28) | |||||||
07/01/16-09/30/16 |
USD | 11,288 | PHP | 528,655 | (93) | |||||||
07/01/16-09/21/16 |
USD | 33,695 | IDR | 456,618,917 | 742 | |||||||
07/01/16-09/21/16 |
USD | 81,659 | EUR | 72,700 | (834) | |||||||
07/01/16-09/21/16 |
EUR | 115,820 | USD | 129,644 | 885 | |||||||
07/01/16-07/13/16 |
INR | 390,000 | USD | 5,779 | 5 | |||||||
07/01/16-05/23/17 |
IDR | 433,476,294 | USD | 32,034 | (567) | |||||||
07/05/16-09/02/16 |
BRL | 184,695 | USD | 51,730 | (5,397) | |||||||
07/06/16-09/21/16 |
USD | 13,798 | HUF | 3,806,483 | (397) | |||||||
07/06/16-08/31/16 |
USD | 15,685 | KRW | 18,055,929 | (24) | |||||||
07/06/16-09/21/16 |
USD | 15,866 | PLN | 61,895 | (260) | |||||||
07/06/16-09/02/16 |
USD | 26,397 | BRL | 92,959 | 2,293 | |||||||
07/06/16-09/21/16 |
USD | 30,371 | ZAR | 477,209 | 1,944 | |||||||
07/06/16-09/21/16 |
USD | 38,466 | MXN | 706,416 | (346) | |||||||
07/06/16-09/21/16 |
PLN | 69,170 | USD | 17,543 | 100 | |||||||
07/06/16-09/21/16 |
MXN | 600,971 | USD | 32,315 | (91) | |||||||
07/06/16-09/21/16 |
ZAR | 765,565 | USD | 49,604 | (2,286) |
|
||||||||||||
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
07/06/16-09/21/16 |
HUF | 4,597,416 | USD | 16,550 | $362 | |||||||
07/06/16-09/21/16 |
KRW | 30,523,683 | USD | 26,142 | (319) | |||||||
07/08/16-09/21/16 |
USD | 39,487 | THB | 1,396,345 | 226 | |||||||
07/08/16-07/25/16 |
THB | 540,520 | USD | 15,214 | (166) | |||||||
07/11/16-09/21/16 |
USD | 10,855 | RON | 43,001 | (287) | |||||||
07/12/16-08/24/16 |
USD | 8,486 | TWD | 272,700 | (14) | |||||||
07/12/16-03/15/17 |
USD | 17,617 | RUB | 1,176,772 | 588 | |||||||
07/12/16-09/21/16 |
TWD | 454,900 | USD | 13,916 | (223) | |||||||
07/12/16-09/21/16 |
RUB | 1,796,968 | USD | 26,810 | (1,158) | |||||||
07/13/16-09/21/16 |
TRY | 105,914 | USD | 34,969 | (1,378) | |||||||
07/14/16-09/14/16 |
USD | 5,189 | SGD | 7,000 | 12 | |||||||
07/14/16-09/21/16 |
SGD | 32,170 | USD | 23,533 | (359) | |||||||
07/22/16-08/10/16 |
USD | 6,075 | PEN | 20,342 | 101 | |||||||
07/22/16-08/16/16 |
COP | 6,505,247 | USD | 2,167 | (58) | |||||||
07/25/16 |
RON | 1,494 | EUR | 331 | 1 | |||||||
07/25/16 |
EUR | 7,761 | RON | 35,007 | (23) | |||||||
07/26/16-09/21/16 |
USD | 10,918 | CLP | 7,463,117 | 306 | |||||||
07/26/16-09/21/16 |
EUR | 18,390 | PLN | 81,280 | 44 | |||||||
07/26/16-09/21/16 |
USD | 28,443 | MYR | 115,744 | 522 | |||||||
07/26/16-09/21/16 |
PLN | 36,177 | EUR | 8,120 | (90) | |||||||
07/26/16-07/26/16 |
CLP | 5,697,777 | USD | 8,259 | (330) | |||||||
07/28/16-09/21/16 |
MYR | 44,559 | USD | 10,803 | (346) | |||||||
07/29/16 |
KES | 127,000 | USD | 1,122 | (129) | |||||||
08/10/16-08/17/16 |
USD | 3,544 | NGN | 862,445 | (513) | |||||||
08/10/16-09/07/16 |
PEN | 34,057 | USD | 10,019 | (290) | |||||||
08/10/16-08/17/16 |
NGN | 797,310 | USD | 3,194 | 392 | |||||||
08/15/16-09/15/16 |
HUF | 4,323,574 | EUR | 13,765 | 100 | |||||||
08/16/16-09/21/16 |
USD | 25,236 | COP | 77,426,816 | 963 | |||||||
08/18/16-09/21/16 |
USD | 46,355 | TRY | 136,930 | 592 | |||||||
08/26/16 |
USD | 5,492 | ILS | 21,120 | | |||||||
08/26/16 |
ILS | 21,120 | USD | 5,610 | 118 | |||||||
08/31/16 |
GBP | 3,998 | USD | 5,949 | 603 | |||||||
08/31/16 |
USD | 5,367 | GBP | 3,998 | (22) | |||||||
09/15/16-09/21/16 |
EUR | 10,538 | HUF | 3,336,709 | 11 | |||||||
09/21/16 |
RON | 11,107 | USD | 2,752 | 17 | |||||||
09/21/16-02/15/17 |
CNY | 119,764 | USD | 17,841 | 36 | |||||||
11/30/16 |
ARS | 15,714 | USD | 865 | (107) | |||||||
|
|
|||||||||||
$(5,172) | ||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2016, is as follows:
|
||||||||||
Counterparty | Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||
|
||||||||||
Barclays PLC |
$(31,168) | $31,500 | $332 | |||||||
Brown Brothers Harriman |
(338) | 337 | (1) | |||||||
BT Brokerage |
(100,935) | 99,764 | (1,171) | |||||||
Citigroup |
(360,241) | 358,229 | (2,012) | |||||||
Deutsche Bank |
(6,900) | 6,888 | (12) |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Counterparty | Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||
|
||||||||||
Goldman Sachs |
$(218,316) | $219,792 | $1,476 | |||||||
HSBC |
(25,615) | 24,339 | (1,276 | ) | ||||||
JPMorgan Chase Bank |
(355,478) | 353,004 | (2,474 | ) | ||||||
Merrill Lynch |
(642) | 541 | (101 | ) |
|
||||||||||||
Counterparty | Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
UBS |
$(7,383) | $7,450 | $67 | |||||||||
|
|
|||||||||||
$(5,172) | ||||||||||||
|
|
For the period ended June 30, 2016, the total amount of all open forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
A list of open OTC swap agreements held by the Fund at June 30, 2016, are as follows:
|
||||||||||||||||||||||
Interest Rate Swaps | ||||||||||||||||||||||
|
||||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||||||||
|
||||||||||||||||||||||
Citibank |
0.35% | 6-Month CZK - PRIBOR | 06/27/21 | CZK | 15,000 | $(2) | ||||||||||||||||
Goldman Sachs |
3-Month ZAR - JIBAR | 8.76% | 01/16/29 | ZAR | 52,000 | 113 | ||||||||||||||||
Goldman Sachs |
3-Month COP - COOIS | 7.23% | 05/04/26 | COP | 3,031,228 | (12) | ||||||||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 6.17% | 03/05/26 | MXN | 47,200 | 25 | ||||||||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 6.21% | 12/08/25 | MXN | 16,624 | 13 | ||||||||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 6.36% | 05/21/25 | MXN | 23,145 | 34 | ||||||||||||||||
Goldman Sachs |
3.45% | 6-Month HUF - BUBOR | 05/11/25 | HUF | 800,000 | (364) | ||||||||||||||||
Goldman Sachs |
3-Month ZAR - JIBAR | 8.30% | 01/16/24 | ZAR | 23,000 | 15 | ||||||||||||||||
Goldman Sachs |
3-Month ZAR - JIBAR | 8.19% | 12/20/23 | ZAR | 10,000 | 1 | ||||||||||||||||
Goldman Sachs |
1-Year BRL - CDI | 10.89% | 01/03/23 | BRL | 5,012 | (141) | ||||||||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 11.99% | 01/02/23 | BRL | 3,000 | (16) | ||||||||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 5.90% | 09/12/22 | MXN | 75,956 | 44 | ||||||||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 5.63% | 06/11/21 | MXN | 63,409 | (17) | ||||||||||||||||
Goldman Sachs |
0.45% | 6-Month CZK - PRIBOR | 05/24/21 | CZK | 30,000 | (10) | ||||||||||||||||
Goldman Sachs |
3-Month MYR - KLIBOR | 3.74% | 03/23/21 | MYR | 10,300 | 19 | ||||||||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 5.37% | 03/17/21 | MXN | 46,500 | (12) | ||||||||||||||||
Goldman Sachs |
CFETS 7-Day China Fixing Repo Rates | 2.49% | 02/04/21 | CNY | 18,000 | (5) | ||||||||||||||||
Goldman Sachs |
1-Day BRL-CDI | 12.73% | 01/04/21 | BRL | 10,608 | 85 | ||||||||||||||||
Goldman Sachs |
0.57% | 6-Month CZK - PRIBOR | 12/16/20 | CZK | 90,000 | (61) | ||||||||||||||||
Goldman Sachs |
3-Month MYR - KLIBOR | 4.37% | 12/15/20 | MYR | 12,000 | 101 | ||||||||||||||||
Goldman Sachs |
0.42% | 6-Month CZK - PRIBOR | 10/23/20 | CZK | 42,000 | (16) | ||||||||||||||||
Goldman Sachs |
0.59% | 6-Month CZK - PRIBOR | 03/13/20 | CZK | 25,000 | (13) | ||||||||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 13.39% | 01/02/19 | BRL | 14,395 | 107 | ||||||||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 13.42% | 01/02/19 | BRL | 19,336 | 149 | ||||||||||||||||
Goldman Sachs |
CFETS 7-Day China Fixing Repo Rates | 2.64% | 04/27/18 | CNY | 49,000 | 31 | ||||||||||||||||
Goldman Sachs |
1-Year BRL - CDI | 11.81% | 01/02/18 | BRL | 9,833 | (54) | ||||||||||||||||
Goldman Sachs |
1-Year BRL - CDI | 11.98% | 01/02/18 | BRL | 3,338 | (16) | ||||||||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 12.86% | 01/02/18 | BRL | 35,816 | (9) | ||||||||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 13.27% | 01/02/17 | BRL | 27,961 | (29) | ||||||||||||||||
Goldman Sachs |
2.45% | 6-Month HUF - BUBOR | 07/11/16 | HUF | 3,073,496 | (193) | ||||||||||||||||
JPMorgan Chase Bank |
28-Day MXN - TIIE | 6.13% | 06/18/26 | MXN | 40,000 | 3 | ||||||||||||||||
JPMorgan Chase Bank |
4.29% | 6-Month HUF - BUBOR | 08/04/24 | HUF | 300,000 | (237) | ||||||||||||||||
JPMorgan Chase Bank |
1.38% | 6-Month HUF - BUBOR | 06/17/21 | HUF | 654,998 | (16) | ||||||||||||||||
JPMorgan Chase Bank |
3-Month MYR - KLIBOR | 3.72% | 06/08/21 | MYR | 13,000 | 20 | ||||||||||||||||
JPMorgan Chase Bank |
CFETS 7-Day China Fixing Repo Rates | 2.83% | 05/09/21 | CNY | 8,000 | 16 | ||||||||||||||||
JPMorgan Chase Bank |
0.39% | 6-Month CZK - PRIBOR | 04/04/21 | CZK | 25,000 | (6) | ||||||||||||||||
JPMorgan Chase Bank |
0.30% | 6-Month CZK - PRIBOR | 02/26/21 | CZK | 61,000 | (1) | ||||||||||||||||
JPMorgan Chase Bank |
7.16% | |
Columbia Overnight Interbank Reference Rate |
|
02/11/21 | COP | 10,000,000 | (101) | ||||||||||||||
JPMorgan Chase Bank |
CFETS 7-Day China Fixing Repo Rates | 2.44% | 01/26/21 | CNY | 17,000 | (11) | ||||||||||||||||
JPMorgan Chase Bank |
7.11% | |
Columbia Overnight Interbank Reference Rate |
|
01/22/21 | COP | 9,929,262 | (93) | ||||||||||||||
JPMorgan Chase Bank |
0.44% | 6-Month CZK - PRIBOR | 11/20/20 | CZK | 30,000 | (12) | ||||||||||||||||
JPMorgan Chase Bank |
0.50% | 6-Month CZK - PRIBOR | 05/05/20 | CZK | 140,000 | (56) | ||||||||||||||||
JPMorgan Chase Bank |
0.54% | 6-Month CZK - PRIBOR | 02/16/20 | CZK | 250,000 | (115) | ||||||||||||||||
JPMorgan Chase Bank |
6.96% | |
Columbia Overnight Interbank Reference Rate |
|
11/17/17 | COP | 28,888,912 | 46 | ||||||||||||||
JPMorgan Chase Bank |
1.77% | 3-Month HUF - BUBOR | 07/17/17 | HUF | 5,732,291 | (176) | ||||||||||||||||
|
|
|||||||||||||||||||||
$(972) | ||||||||||||||||||||||
|
|
12 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Continued)
Cross Currency Swaps | ||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount |
Net Unrealized Appreciation ($ Thousands) |
||||||||||||
JPMorgan Chase Bank |
3 Month USD LIBOR | 9.25% | 09/14/17 | TRY | 28,254 | $72 | ||||||||||||
|
|
|||||||||||||||||
A list of open centrally cleared swap agreements held by the Fund at June 30, 2016, are as follows:
|
| |||||||||||||||||
Credit Default Swaps | ||||||||||||||||||
Counterparty | Reference Entity/ Obligation |
Buy/Sell Protection | (Pays)/Receives Rate |
Termination Date | Notional Amount ($ Thousands) |
Net Unrealized Depreciation ($ Thousands) |
||||||||||||
JPMorgan Chase Bank |
United Mexican States | Sell | 1.00 | 6/20/26 | $(1,200 | ) | $(6 | ) | ||||||||||
|
|
For the period ended June 30, 2016, the total amount of all open swap agreements, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
Percentages are based on a Net Assets of $1,510,404 ($ Thousands). |
** | Rate shown is the 7-day effective yield as of June 30, 2016. |
| Investment in Affiliated Security. |
(A) | This security or a partial position of this security is on loan at June 30, 2016. The total market value of securities on loan at June 30, 2016 was $38,748 ($ Thousands). |
(B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2016, the value of these securities amounted to $162,336 ($ Thousands), 10.7% representing of the net assets of the Fund. |
(C) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2016. |
(D) | Zero coupon security. The rate shown on the schedule of investments represents the securitys effective yield at the time of purchase. |
(E) | Security is in default on interest payment. |
(F) | Step Bonds The rate reflected on the Schedule of Investments is the effective yield on June 30, 2016. The coupon on a step bond changes on a specified date. |
(G) | Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2016 was $588 ($ Thousands) and represented 0.0% of Net Assets. |
(H) | Securities considered illiquid. The total value of such securities as of June 30, 2016 was $588 ($ Thousands) and represented 0.0% of Net Assets. |
(I) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2016 was $40,332 ($ Thousands). |
@ At June 30, 2016, the tax basis cost of the Funds investments was $1,533,158 ($ Thousands), and the unrealized appreciation and depreciation were $54,715 ($ Thousands) and $(93,811) ($ Thousands), respectively.
ARS Argentine Peso
BRL Brazilian Real
BUBOR Budapest Interbank Offered Rate
CDI Average One-Day Interbank Deposit Rate
CETIP Central of Custody and Financial Settlement of Securities
CFETS China Foreign Exchange Trade System
CLP Chilean Peso
CNY Chinese Renminbi
COOIS Colombia Overnight Interbank Reference Rate
COP Colombian Peso
CZK Czech Koruna
DOP Dominican Peso
EUR Euro
GBP British Pound Sterling
HUF Hungarian Forint
IDR Indonesian Rupiah
ILS Israeli Shekel
INR India Rupee
JIBAR Johannesburg Interbank Agreed Rate
KES Kenyan Shilling
KLIBOR Kuala Lumpur Interbank Offered Rate
KRW Korean Won
L.P. Limited Partnership
LIBOR London Interbank Offered Rate
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NGN Nigerian Naira
PEN Peruvian Inca
PHP Philippine Peso
PIK Payment-in-Kind
PLC Public Limited Company
PLN Polish Zloty
PRIBOR Prague Interbank Offered Rate
RON Romanian Leu
RUB Russian Ruble
Ser Series
SGD Singapore Dollar
SPC Segregated Portfolio Company
THB Thai Baht
TIIE Equilibrium Interbank Offered Rate
TRY New Turkish Lira
TWD Taiwan Dollar
USD U.S. Dollar
ZAR South African Rand
The following is a summary of the transactions with affiliates for the period ended June 30, 2016 ($ Thousands):
Security Description | Value at 9/30/2015 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value 6/30/2016 |
Dividend Income |
|||||||||||||||||||||
SEI Liquidity Fund, L.P. |
$20,810 | $150,598 | $(131,076) | $ | $ | $40,332 | $125 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2016
Emerging Markets Debt Fund (Concluded)
The following is a list of the level of inputs used as of June 30, 2016, in valuing the Funds investments and other financial instruments carried at value ($ Thousands):
|
||||||||||||||||
Investments in Securities | Level 1 | Level 2 | Level 3(1) | Total | ||||||||||||
|
||||||||||||||||
Global Bonds |
$ | | $ | 1,451,824 | $ | 457 | $ | 1,452,281 | ||||||||
Loan Participations |
| 1,318 | 131 | 1,449 | ||||||||||||
Affiliated Partnership |
| 40,332 | | 40,332 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 1,493,474 | $ | 588 | $ | 1,494,062 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
|
||||||||||||||||
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
||||||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ | 515 | $ | | $ | | $ | 515 | ||||||||
Unrealized Depreciation |
(1,087) | | | (1,087) | ||||||||||||
Forwards Contracts * |
||||||||||||||||
Unrealized Appreciation |
| 10,963 | | 10,963 | ||||||||||||
Unrealized Depreciation |
| (16,135) | | (16,135) | ||||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 822 | | 822 | ||||||||||||
Unrealized Depreciation |
| (1,794) | | (1,794) | ||||||||||||
Cross Currency Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 72 | | 72 | ||||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Credit Default Swaps * |
||||||||||||||||
Unrealized Depreciation |
| (6) | | (6) | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | (572) | $ | (6,078) | $ | | $ | (6,650) | ||||||||
|
|
|
|
|
|
|
|
(1) Of the $588 ($ Thousands) in Level 3 securities as of June 30, 2016, $588 ($ Thousands) or 0.04% are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are no valued by third party pricing vendors or broker quotes. A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets.
*Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2016, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2016, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
14 |
SEI Institutional International Trust / Quarterly Report / June 30, 2016 |
Item 2. Controls and Procedures
(a) The Registrants principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrants disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the 1940 Act), are effective based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)) as amended as of a date within 90 days of the filing date of the report.
(b) There were no changes in the Registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the last fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrants internal control over financial reporting.
Item 3. Exhibits.
(a) A separate certification for each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), are filed herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
SEI Institutional International Trust | ||
By | /s/ Robert A. Nesher | |
Robert A. Nesher, President |
Date: August 29, 2016
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
By | /s/ Robert A. Nesher | |
Robert A. Nesher, President |
Date: August 29, 2016
By | /s/ Arthur Ramanjulu | |
Arthur Ramanjulu, Controller & CFO |
Date: August 29, 2016
CERTIFICATIONS
Pursuant to Section 302
Of the Sarbanes-Oxley Act of 2002
I, Robert A. Nesher, certify that:
1. I have reviewed this report on Form N-Q of SEI Institutional International Trust;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: August 29, 2016
/s/ Robert A. Nesher |
Robert A. Nesher |
President |
CERTIFICATIONS
Pursuant to Section 302
Of the Sarbanes-Oxley Act of 2002
I, Arthur Ramanjulu, certify that:
1. I have reviewed this report on Form N-Q of SEI Institutional International Trust;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: August 29, 2016
/s/ Arthur Ramanjulu |
Arthur Ramanjulu |
Controller & CFO |